+1,473.0%
AMD vs CHWY
-34.3%
+1,507.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +5.9% | +5.0% |
| 7D | +2.6% | +1.7% | +0.9% | +2.1% |
| 30D | -0.9% | -1.5% | +0.6% | -0.8% |
| 3M | -8.7% | +13.6% | -22.4% | -13.0% |
| 6M | +136.3% | -7.3% | +143.6% | +136.6% |
| YTD | +123.0% | -28.4% | +151.4% | +138.7% |
| 1Y | +195.2% | -42.5% | +237.7% | +231.9% |
| 3Y | +336.3% | -4.1% | +340.4% | +295.2% |
| 5Y | +334.5% | -69.2% | +403.6% | +404.3% |
| All | +1,473.0% | -34.3% | +1,507.3% | +1,194.9% |
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