-97.6%
AMC vs CHWY
-35.4%
-62.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.7% | -2.8% |
| 7D | -0.8% | -1.9% | +1.1% | -0.1% |
| 30D | -1.2% | -1.1% | -0.1% | -0.8% |
| 3M | +42.2% | +15.5% | +26.7% | +33.7% |
| 6M | +118.8% | -8.5% | +127.3% | +122.8% |
| YTD | +64.1% | -29.6% | +93.7% | +84.0% |
| 1Y | -9.5% | -44.1% | +34.5% | +8.9% |
| 3Y | -64.3% | +1.2% | -65.6% | -69.0% |
| 5Y | -99.5% | -69.4% | -30.1% | -99.4% |
| All | -97.6% | -35.4% | -62.2% | -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 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