+628.3%
APH vs CHWY
-41.4%
+669.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.5% |
| 7D | -2.2% | -12.0% | +9.8% | -0.7% |
| 30D | -4.0% | -6.2% | +2.2% | -3.5% |
| 3M | +7.7% | +5.5% | +2.2% | +6.3% |
| 6M | +17.8% | -17.8% | +35.6% | +19.9% |
| YTD | +19.2% | -36.2% | +55.4% | +25.1% |
| 1Y | +35.7% | -40.0% | +75.7% | +43.2% |
| 3Y | +282.9% | -8.3% | +291.2% | +271.7% |
| 5Y | +345.6% | -71.9% | +417.5% | +368.1% |
| All | +628.3% | -41.4% | +669.8% | +536.2% |
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 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