+88.6%
AG vs CHWY
-43.1%
+131.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -2.1% |
| 7D | -6.7% | -13.6% | +6.9% | -3.2% |
| 30D | +2.2% | -8.5% | +10.7% | +4.2% |
| 3M | +15.7% | +8.9% | +6.8% | +11.2% |
| 6M | -23.8% | -20.5% | -3.3% | -17.9% |
| YTD | +17.6% | -38.2% | +55.8% | +36.0% |
| 1Y | +88.6% | -43.3% | +131.9% | +124.2% |
| All | +88.6% | -43.1% | +131.7% | +124.2% |
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