-25.4%
ALB vs CHWY
-18.4%
-7.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -10.8% | +8.0% | -2.9% |
| 7D | -8.6% | -14.1% | +5.6% | -8.8% |
| 30D | -4.0% | -8.1% | +4.1% | -4.0% |
| 3M | -17.4% | +1.7% | -19.1% | -16.9% |
| 6M | -25.4% | -20.7% | -4.7% | -25.9% |
| All | -25.4% | -18.4% | -7.0% | -25.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling