+651.3%
APH vs CHWY
-34.3%
+685.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.0% |
| 7D | +5.0% | +1.7% | +3.2% | +4.7% |
| 30D | -3.9% | -1.5% | -2.3% | -3.8% |
| 3M | +13.0% | +13.6% | -0.7% | +10.5% |
| 6M | +25.2% | -7.3% | +32.4% | +25.5% |
| YTD | +22.9% | -28.4% | +51.3% | +27.2% |
| 1Y | +47.8% | -42.5% | +90.4% | +56.6% |
| 3Y | +283.0% | -4.1% | +287.1% | +270.1% |
| 5Y | +349.7% | -69.2% | +418.8% | +366.8% |
| All | +651.3% | -34.3% | +685.5% | +547.2% |
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