-97.6%
AMC vs CHWY
-43.2%
-54.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.3% | +5.4% |
| 7D | -7.2% | -13.6% | +6.4% | -2.3% |
| 30D | -2.8% | -8.5% | +5.8% | +0.1% |
| 3M | +7.9% | +8.9% | -1.0% | +3.8% |
| 6M | +119.6% | -20.5% | +140.1% | +135.0% |
| YTD | +57.7% | -38.2% | +95.8% | +85.0% |
| 1Y | -12.1% | -43.3% | +31.1% | +5.6% |
| 3Y | -66.5% | -8.5% | -57.9% | -69.8% |
| 5Y | -99.5% | -72.7% | -26.8% | -99.4% |
| All | -97.6% | -43.2% | -54.4% | -97.7% |
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