-66.5%
AMC vs CHWY
-10.4%
-56.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -10.8% | +6.9% | -0.6% |
| 7D | -6.8% | -14.1% | +7.3% | -2.5% |
| 30D | +1.7% | -8.1% | +9.8% | +4.1% |
| 3M | +26.8% | +1.7% | +25.1% | +25.5% |
| 6M | +117.7% | -20.7% | +138.3% | +131.4% |
| YTD | +57.7% | -37.2% | +94.9% | +79.4% |
| 1Y | -12.5% | -50.7% | +38.3% | +5.5% |
| All | -66.5% | -10.4% | -56.1% | -67.6% |
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