+358.7%
ALAB vs CHWY
+23.3%
+335.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.6% | -6.9% | -5.6% |
| 7D | +0.6% | -12.0% | +12.6% | +2.6% |
| 30D | -8.8% | -6.2% | -2.6% | -8.3% |
| 3M | -14.0% | +5.5% | -19.5% | -16.0% |
| 6M | +144.3% | -17.8% | +162.1% | +150.1% |
| YTD | +71.0% | -36.2% | +107.3% | +85.9% |
| 1Y | +23.5% | -40.0% | +63.5% | +36.0% |
| All | +358.7% | +23.3% | +335.4% | +373.6% |
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 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