+203.0%
AG vs CHWY
-43.2%
+246.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -2.5% |
| 7D | -6.7% | -13.6% | +6.9% | -4.9% |
| 30D | +2.2% | -8.5% | +10.7% | +3.3% |
| 3M | +15.7% | +8.9% | +6.8% | +13.7% |
| 6M | -23.8% | -20.5% | -3.3% | -21.8% |
| YTD | +17.6% | -38.2% | +55.8% | +25.0% |
| 1Y | +88.6% | -43.3% | +131.9% | +102.4% |
| 3Y | +253.4% | -8.5% | +262.0% | +245.5% |
| 5Y | +62.4% | -72.7% | +135.2% | +70.0% |
| All | +203.0% | -43.2% | +246.3% | +190.6% |
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