+713.1%
AMKR vs CHWY
-43.2%
+756.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.0% | +7.5% | +5.0% |
| 7D | +8.3% | -13.6% | +21.9% | +11.1% |
| 30D | -6.8% | -8.5% | +1.8% | -5.7% |
| 3M | -31.9% | +8.9% | -40.8% | -34.2% |
| 6M | +18.4% | -20.5% | +38.8% | +21.2% |
| YTD | +31.7% | -38.2% | +69.8% | +41.7% |
| 1Y | +105.2% | -43.3% | +148.5% | +123.9% |
| 3Y | +147.7% | -8.5% | +156.3% | +132.5% |
| 5Y | +99.4% | -72.7% | +172.1% | +120.6% |
| All | +713.1% | -43.2% | +756.4% | +664.3% |
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