+169.4%
AMZN vs CHWY
-41.4%
+210.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | -2.7% | -12.0% | +9.3% | -0.1% |
| 30D | -7.5% | -6.2% | -1.3% | -6.4% |
| 3M | +5.8% | +5.5% | +0.3% | +3.9% |
| 6M | +17.5% | -17.8% | +35.3% | +21.0% |
| YTD | +9.1% | -36.2% | +45.3% | +18.2% |
| 1Y | +9.4% | -40.0% | +49.3% | +19.5% |
| 3Y | +82.2% | -8.3% | +90.5% | +70.5% |
| 5Y | +45.2% | -71.9% | +117.1% | +62.0% |
| All | +169.4% | -41.4% | +210.9% | +144.2% |
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