+1,085.3%
AMAT vs CHWY
-43.2%
+1,128.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +1.2% |
| 7D | +0.4% | -13.6% | +14.0% | +3.3% |
| 30D | -16.6% | -8.5% | -8.1% | -15.5% |
| 3M | -17.3% | +8.9% | -26.2% | -19.9% |
| 6M | +30.3% | -20.5% | +50.8% | +33.8% |
| YTD | +78.3% | -38.2% | +116.4% | +93.2% |
| 1Y | +169.8% | -43.3% | +213.0% | +197.1% |
| 3Y | +218.5% | -8.5% | +227.1% | +195.8% |
| 5Y | +247.7% | -72.7% | +320.4% | +294.4% |
| All | +1,085.3% | -43.2% | +1,128.5% | +856.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling