-45.4%
ALB vs CHWY
-72.6%
+27.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.4% | -2.7% |
| 7D | -6.6% | -13.6% | +7.0% | -3.5% |
| 30D | -8.1% | -8.5% | +0.4% | -6.4% |
| 3M | -25.7% | +8.9% | -34.6% | -27.9% |
| 6M | -29.5% | -20.5% | -9.0% | -26.9% |
| YTD | -16.2% | -38.2% | +21.9% | -8.0% |
| 1Y | +59.2% | -43.3% | +102.5% | +78.2% |
| 3Y | -33.7% | -8.5% | -25.2% | -38.2% |
| All | -45.4% | -72.6% | +27.3% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling