+262.0%
AMAT vs CHWY
-72.7%
+334.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -10.8% | +10.0% | +1.3% |
| 7D | +6.9% | -14.1% | +21.1% | +10.1% |
| 30D | -10.1% | -8.1% | -2.0% | -8.9% |
| 3M | -6.0% | +1.7% | -7.7% | -7.7% |
| 6M | +38.6% | -20.7% | +59.3% | +42.6% |
| YTD | +83.1% | -37.2% | +120.3% | +98.2% |
| 1Y | +188.3% | -50.7% | +239.1% | +227.7% |
| 3Y | +225.3% | -9.7% | +235.1% | +203.3% |
| 5Y | +262.0% | -72.9% | +334.9% | +307.1% |
| All | +262.0% | -72.7% | +334.7% | +307.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling