+611.1%
APH vs CHWY
-37.4%
+648.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | +4.9% | -0.2% | +5.1% | +4.9% |
| 30D | -5.4% | +8.1% | -13.5% | -6.5% |
| 3M | -5.5% | +0.3% | -5.7% | -6.1% |
| 6M | +25.9% | +4.0% | +21.9% | +24.0% |
| YTD | +16.4% | -31.9% | +48.2% | +20.6% |
| 1Y | +16.5% | -32.8% | +49.2% | +20.9% |
| 3Y | +270.9% | +16.0% | +254.8% | +248.6% |
| 5Y | +289.5% | -70.7% | +360.2% | +306.0% |
| All | +611.1% | -37.4% | +648.5% | +513.6% |
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 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