-31.4%
ALB vs CHWY
-8.9%
-22.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.3% |
| 7D | -7.6% | -12.0% | +4.4% | -5.3% |
| 30D | -5.6% | -6.2% | +0.6% | -4.6% |
| 3M | -16.8% | +5.5% | -22.3% | -18.6% |
| 6M | -26.3% | -17.8% | -8.5% | -24.4% |
| YTD | -13.2% | -36.2% | +23.0% | -5.7% |
| 1Y | +68.8% | -40.0% | +108.8% | +85.6% |
| All | -31.4% | -8.9% | -22.4% | -36.1% |
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 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