-45.0%
AFRM vs CHWY
-72.6%
+27.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.3% |
| 7D | -8.5% | -12.0% | +3.5% | -0.6% |
| 30D | -11.4% | -6.2% | -5.2% | -8.0% |
| 3M | +8.2% | +5.5% | +2.7% | +2.3% |
| 6M | +36.6% | -17.8% | +54.4% | +50.2% |
| YTD | -8.7% | -36.2% | +27.6% | +17.7% |
| 1Y | -19.9% | -40.0% | +20.1% | +6.0% |
| 3Y | +202.6% | -8.3% | +210.9% | +142.0% |
| 5Y | -45.0% | -71.9% | +26.9% | +18.1% |
| All | -45.0% | -72.6% | +27.6% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling