+1,659.1%
AMD vs CHWY
-37.4%
+1,696.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.4% | -8.4% | -8.7% |
| 7D | +18.9% | -0.2% | +19.1% | +19.0% |
| 30D | -6.4% | +8.1% | -14.6% | -8.8% |
| 3M | +10.6% | +0.3% | +10.3% | +8.7% |
| 6M | +19.9% | +4.0% | +15.9% | +15.4% |
| YTD | +149.4% | -31.9% | +181.2% | +167.1% |
| 1Y | +115.4% | -32.8% | +148.1% | +131.4% |
| 3Y | +357.3% | +16.0% | +341.3% | +285.6% |
| 5Y | +261.1% | -70.7% | +331.8% | +321.2% |
| All | +1,659.1% | -37.4% | +1,696.5% | +1,348.7% |
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