+36.3%
AKAM vs CHWY
-42.5%
+78.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -2.1% | +1.7% | -3.8% | -2.2% |
| 30D | -13.9% | -1.5% | -12.4% | -13.8% |
| 3M | -33.8% | +13.6% | -47.5% | -34.8% |
| 6M | +2.2% | -7.3% | +9.4% | +2.6% |
| YTD | +20.6% | -28.4% | +49.0% | +26.7% |
| 1Y | +36.3% | -42.5% | +78.8% | +45.7% |
| All | +36.3% | -42.5% | +78.8% | +45.7% |
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