-35.9%
APP vs CHWY
-42.5%
+6.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.7% |
| 7D | +0.9% | +1.7% | -0.8% | +0.2% |
| 30D | -23.3% | -1.5% | -21.7% | -22.8% |
| 3M | -42.6% | +13.6% | -56.3% | -45.4% |
| 6M | -33.6% | -7.3% | -26.4% | -33.1% |
| YTD | -52.4% | -28.4% | -24.0% | -52.2% |
| 1Y | -35.9% | -42.5% | +6.6% | -35.6% |
| All | -35.9% | -42.5% | +6.6% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling