+153.3%
AMAT vs CHWY
+13.8%
+139.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.7% |
| 7D | +11.4% | -0.2% | +11.5% | +11.4% |
| 30D | -17.0% | +8.1% | -25.2% | -17.5% |
| 3M | -30.6% | +0.3% | -30.9% | -30.7% |
| 6M | -14.9% | +4.0% | -19.0% | -15.8% |
| YTD | +44.7% | -31.9% | +76.5% | +52.0% |
| 1Y | +66.9% | -32.8% | +99.6% | +75.6% |
| 3Y | +153.3% | +16.0% | +137.3% | +152.5% |
| All | +153.3% | +13.8% | +139.5% | +152.5% |
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