+228.1%
AMAT vs CHWY
-0.4%
+228.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.1% |
| 7D | +7.0% | -1.9% | +8.9% | +7.2% |
| 30D | -12.2% | -1.1% | -11.1% | -12.2% |
| 3M | -3.8% | +15.5% | -19.3% | -6.0% |
| 6M | +45.9% | -8.5% | +54.4% | +46.9% |
| YTD | +84.6% | -29.6% | +114.2% | +93.4% |
| 1Y | +193.4% | -44.1% | +237.5% | +217.2% |
| 3Y | +228.1% | +1.2% | +226.9% | +236.3% |
| All | +228.1% | -0.4% | +228.5% | +236.3% |
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