+384.5%
ALAB vs CHWY
+21.3%
+363.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -10.8% | +14.9% | +5.9% |
| 7D | +9.6% | -14.1% | +23.8% | +12.3% |
| 30D | -5.3% | -8.1% | +2.9% | -4.4% |
| 3M | -12.0% | +1.7% | -13.8% | -13.4% |
| 6M | +145.7% | -20.7% | +166.4% | +153.6% |
| YTD | +80.7% | -37.2% | +117.9% | +96.9% |
| 1Y | +40.1% | -50.7% | +90.8% | +58.6% |
| All | +384.5% | +21.3% | +363.2% | +401.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling