+51.8%
AGNC vs CHWY
-43.2%
+95.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | -0.1% |
| 7D | -4.7% | -13.6% | +8.9% | -3.5% |
| 30D | -5.7% | -8.5% | +2.9% | -5.0% |
| 3M | +1.9% | +8.9% | -7.0% | +0.9% |
| 6M | +1.8% | -20.5% | +22.3% | +3.3% |
| YTD | +3.4% | -38.2% | +41.6% | +7.1% |
| 1Y | +13.6% | -43.3% | +56.9% | +18.2% |
| 3Y | +60.4% | -8.5% | +68.9% | +56.9% |
| 5Y | +27.0% | -72.7% | +99.7% | +28.9% |
| All | +51.8% | -43.2% | +95.0% | +40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling