-16.5%
AFRM vs CHWY
-41.3%
+24.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.8% |
| 7D | -8.5% | -12.0% | +3.5% | -4.4% |
| 30D | -11.4% | -6.2% | -5.2% | -9.4% |
| 3M | +8.2% | +5.5% | +2.7% | +5.3% |
| 6M | +36.6% | -17.8% | +54.4% | +45.1% |
| YTD | -8.7% | -36.2% | +27.6% | +1.6% |
| All | -16.5% | -41.3% | +24.8% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CHWY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling