+1,080.7%
AMAT vs CHWY
-34.3%
+1,115.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.6% |
| 7D | -1.5% | +1.7% | -3.2% | -1.9% |
| 30D | -14.8% | -1.5% | -13.3% | -14.7% |
| 3M | -9.3% | +13.6% | -22.9% | -12.8% |
| 6M | +27.4% | -7.3% | +34.6% | +26.9% |
| YTD | +77.6% | -28.4% | +106.0% | +87.0% |
| 1Y | +188.9% | -42.5% | +231.5% | +217.6% |
| 3Y | +202.3% | -4.1% | +206.4% | +179.7% |
| 5Y | +248.9% | -69.2% | +318.1% | +286.6% |
| All | +1,080.7% | -34.3% | +1,115.0% | +826.4% |
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