+1,827.9%
AMD vs CHWY
-37.2%
+1,865.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.4% | +8.2% | +6.5% |
| 7D | +44.7% | -1.7% | +46.5% | +45.3% |
| 30D | -3.3% | +14.7% | -18.0% | -7.3% |
| 3M | +21.2% | +1.1% | +20.1% | +18.9% |
| 6M | +30.6% | -1.3% | +31.9% | +27.5% |
| YTD | +173.3% | -31.6% | +204.9% | +192.4% |
| 1Y | +126.1% | -31.5% | +157.6% | +141.6% |
| 3Y | +393.5% | +13.2% | +380.3% | +319.5% |
| 5Y | +295.8% | -70.6% | +366.4% | +361.1% |
| All | +1,827.9% | -37.2% | +1,865.1% | +1,486.1% |
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