+370.1%
APO vs CHWY
-41.4%
+411.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.6% |
| 7D | -4.9% | -12.0% | +7.1% | -3.1% |
| 30D | -8.4% | -6.2% | -2.2% | -7.7% |
| 3M | -2.1% | +5.5% | -7.6% | -3.5% |
| 6M | +19.2% | -17.8% | +37.0% | +21.8% |
| YTD | -10.5% | -36.2% | +25.7% | -5.1% |
| 1Y | -2.7% | -40.0% | +37.3% | +3.9% |
| 3Y | +52.5% | -8.3% | +60.8% | +46.8% |
| 5Y | +132.1% | -71.9% | +204.0% | +149.4% |
| All | +370.1% | -41.4% | +411.5% | +298.7% |
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