+30.6%
AMD vs CHWY
-1.4%
+31.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.4% | +8.2% | +5.3% |
| 7D | +44.7% | -1.7% | +46.5% | +44.0% |
| 30D | -3.3% | +14.7% | -18.0% | +0.4% |
| 3M | +21.2% | +1.1% | +20.1% | +24.1% |
| 6M | +30.6% | -1.3% | +31.9% | +41.2% |
| All | +30.6% | -1.4% | +31.9% | +41.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling