+61.5%
ALB vs CHWY
-42.5%
+104.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.2% | -4.4% |
| 7D | -8.1% | +1.7% | -9.8% | -8.1% |
| 30D | +6.3% | -1.5% | +7.8% | +6.3% |
| 3M | -23.6% | +13.6% | -37.2% | -24.1% |
| 6M | -24.6% | -7.3% | -17.4% | -24.1% |
| YTD | -10.3% | -28.4% | +18.1% | -6.7% |
| 1Y | +61.5% | -42.5% | +104.0% | +70.3% |
| All | +61.5% | -42.5% | +104.0% | +70.3% |
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