-29.4%
AMT vs CHWY
-72.6%
+43.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.0% | +5.9% | +3.1% |
| 7D | +1.1% | -13.6% | +14.7% | +2.4% |
| 30D | +4.4% | -8.5% | +12.9% | +5.1% |
| 3M | -5.2% | +8.9% | -14.1% | -6.1% |
| 6M | -0.8% | -20.5% | +19.6% | +0.7% |
| YTD | +3.3% | -38.2% | +41.4% | +7.1% |
| 1Y | -6.0% | -43.3% | +37.2% | -1.9% |
| 3Y | +9.6% | -8.5% | +18.1% | +5.5% |
| All | -29.4% | -72.6% | +43.2% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling