+96.4%
APA vs CHWY
-41.4%
+137.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | +0.8% | -12.0% | +12.8% | +1.4% |
| 30D | +9.6% | -6.2% | +15.8% | +9.9% |
| 3M | +18.0% | +5.5% | +12.5% | +17.3% |
| 6M | +41.9% | -17.8% | +59.7% | +42.7% |
| YTD | +86.3% | -36.2% | +122.5% | +90.4% |
| 1Y | +97.9% | -40.0% | +137.8% | +102.8% |
| 3Y | +12.8% | -8.3% | +21.1% | +10.4% |
| 5Y | +177.2% | -71.9% | +249.1% | +176.1% |
| All | +96.4% | -41.4% | +137.9% | +75.8% |
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