+97.3%
APA vs CHWY
-43.2%
+140.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.5% | +0.6% |
| 7D | +4.6% | -13.6% | +18.2% | +5.4% |
| 30D | +11.9% | -8.5% | +20.5% | +12.4% |
| 3M | +22.5% | +8.9% | +13.6% | +21.4% |
| 6M | +37.5% | -20.5% | +58.0% | +38.6% |
| YTD | +87.2% | -38.2% | +125.3% | +91.5% |
| 1Y | +101.4% | -43.3% | +144.7% | +107.1% |
| 3Y | +16.9% | -8.5% | +25.5% | +14.4% |
| 5Y | +178.4% | -72.7% | +251.2% | +177.8% |
| All | +97.3% | -43.2% | +140.5% | +76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling