+33.4%
AG vs CHWY
-28.3%
+61.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +6.1% | +3.0% | +7.8% |
| 7D | -2.6% | +13.4% | -16.0% | -5.2% |
| 30D | -12.1% | +28.4% | -40.5% | -17.5% |
| 3M | -6.6% | -2.9% | -3.7% | -5.6% |
| 6M | -20.5% | -4.7% | -15.7% | -17.8% |
| YTD | -7.4% | -29.2% | +21.8% | +7.8% |
| 1Y | +33.4% | -30.7% | +64.1% | +55.9% |
| All | +33.4% | -28.3% | +61.7% | +55.9% |
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