+1.2%
AMT vs CHWY
-42.4%
+43.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -10.8% | +10.7% | +0.9% |
| 7D | +1.5% | -14.1% | +15.6% | +3.0% |
| 30D | +3.7% | -8.1% | +11.9% | +4.5% |
| 3M | -7.2% | +1.7% | -8.9% | -7.6% |
| 6M | -4.2% | -20.7% | +16.5% | -2.5% |
| YTD | +1.9% | -37.2% | +39.1% | +6.0% |
| 1Y | -6.4% | -50.7% | +44.3% | -0.4% |
| 3Y | +7.7% | -9.7% | +17.5% | +3.7% |
| 5Y | -30.9% | -72.9% | +42.0% | -27.2% |
| All | +1.2% | -42.4% | +43.6% | -19.0% |
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