+483.7%
APLD vs CHWY
-45.9%
+529.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +9.0% | +7.8% |
| 7D | +16.6% | -1.9% | +18.4% | +17.1% |
| 30D | -3.1% | -1.1% | -2.0% | -3.1% |
| 3M | -30.9% | +15.5% | -46.3% | -34.0% |
| 6M | +12.6% | -8.5% | +21.1% | +13.7% |
| YTD | +15.5% | -29.6% | +45.0% | +24.3% |
| 1Y | +103.5% | -44.1% | +147.6% | +129.4% |
| 3Y | +446.5% | +1.2% | +445.3% | +411.7% |
| All | +483.7% | -45.9% | +529.6% | +416.7% |
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