+94.7%
ALB vs CHWY
-42.4%
+137.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -10.8% | +8.0% | -0.6% |
| 7D | -8.6% | -14.1% | +5.6% | -5.8% |
| 30D | -4.0% | -8.1% | +4.1% | -2.6% |
| 3M | -17.4% | +1.7% | -19.1% | -18.4% |
| 6M | -25.4% | -20.7% | -4.7% | -23.0% |
| YTD | -10.5% | -37.2% | +26.7% | -3.4% |
| 1Y | +75.8% | -50.7% | +126.5% | +98.7% |
| 3Y | -28.5% | -9.7% | -18.8% | -31.9% |
| 5Y | -45.1% | -72.9% | +27.8% | -39.6% |
| All | +94.7% | -42.4% | +137.1% | +73.1% |
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 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