-25.2%
AFRM vs CHWY
-77.9%
+52.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | +0.7% |
| 7D | +3.1% | -1.9% | +5.0% | +4.4% |
| 30D | -4.2% | -1.1% | -3.1% | -3.9% |
| 3M | +10.1% | +15.5% | -5.4% | -1.4% |
| 6M | +39.4% | -8.5% | +47.9% | +43.0% |
| YTD | -3.2% | -29.6% | +26.4% | +16.5% |
| 1Y | -16.1% | -44.1% | +28.0% | +15.0% |
| 3Y | +220.8% | +1.2% | +219.6% | +146.4% |
| 5Y | -17.7% | -69.4% | +51.7% | +38.1% |
| All | -25.2% | -77.9% | +52.7% | +31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling