+369.5%
ALAB vs CHWY
+19.5%
+350.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +2.9% |
| 7D | -6.2% | -13.6% | +7.4% | -4.0% |
| 30D | -8.7% | -8.5% | -0.1% | -7.8% |
| 3M | -20.7% | +8.9% | -29.6% | -23.0% |
| 6M | +133.5% | -20.5% | +154.0% | +140.4% |
| YTD | +75.1% | -38.2% | +113.2% | +91.2% |
| 1Y | +25.0% | -43.3% | +68.3% | +38.9% |
| All | +369.5% | +19.5% | +350.0% | +387.1% |
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