+390.9%
AMD vs CHWY
-72.7%
+463.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -10.8% | +13.9% | +5.9% |
| 7D | +14.0% | -14.1% | +28.2% | +18.4% |
| 30D | +11.0% | -8.1% | +19.1% | +12.8% |
| 3M | +9.6% | +1.7% | +7.9% | +7.2% |
| 6M | +157.1% | -20.7% | +177.8% | +167.7% |
| YTD | +143.3% | -37.2% | +180.5% | +169.4% |
| 1Y | +234.4% | -50.7% | +285.1% | +292.4% |
| 3Y | +391.2% | -9.7% | +400.9% | +347.1% |
| 5Y | +390.9% | -72.9% | +463.8% | +532.7% |
| All | +390.9% | -72.7% | +463.6% | +532.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling