+1.9%
AKAM vs CHWY
-11.7%
+13.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.1% |
| 7D | +1.5% | -13.6% | +15.1% | +2.6% |
| 30D | -13.0% | -8.5% | -4.5% | -12.6% |
| 3M | -19.4% | +8.9% | -28.3% | -20.7% |
| 6M | +0.3% | -20.5% | +20.8% | +1.7% |
| YTD | +22.4% | -38.2% | +60.5% | +27.4% |
| 1Y | +34.8% | -43.3% | +78.1% | +41.4% |
| 3Y | +1.9% | -8.5% | +10.5% | +2.5% |
| All | +1.9% | -11.7% | +13.7% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling