+285.6%
APH vs CHWY
-10.4%
+296.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.8% | +10.3% | +0.8% |
| 7D | +1.6% | -14.1% | +15.8% | +3.5% |
| 30D | -3.0% | -8.1% | +5.2% | -2.2% |
| 3M | +5.7% | +1.7% | +4.0% | +4.8% |
| 6M | +20.0% | -20.7% | +40.6% | +22.6% |
| YTD | +20.8% | -37.2% | +58.0% | +26.8% |
| 1Y | +40.2% | -50.7% | +91.0% | +50.9% |
| All | +285.6% | -10.4% | +296.0% | +289.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling