-96.9%
AMC vs CHWY
-37.4%
-59.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | +3.5% | -0.2% | +3.7% | +3.6% |
| 30D | +12.5% | +8.1% | +4.3% | +9.3% |
| 3M | +23.6% | +0.3% | +23.3% | +22.6% |
| 6M | +144.4% | +4.0% | +140.3% | +137.3% |
| YTD | +108.3% | -31.9% | +140.2% | +135.2% |
| 1Y | +38.9% | -32.8% | +71.6% | +57.2% |
| 3Y | -58.9% | +16.0% | -74.9% | -66.3% |
| 5Y | -99.2% | -70.7% | -28.5% | -99.0% |
| All | -96.9% | -37.4% | -59.4% | -97.0% |
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