+396.9%
APP vs CHWY
-76.3%
+473.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.0% | +6.0% | +4.4% |
| 7D | +1.1% | -13.6% | +14.7% | +7.6% |
| 30D | +6.6% | -8.5% | +15.2% | +10.3% |
| 3M | -32.3% | +8.9% | -41.2% | -35.2% |
| 6M | -29.8% | -20.5% | -9.3% | -23.4% |
| YTD | -51.9% | -38.2% | -13.8% | -41.2% |
| 1Y | -43.3% | -43.3% | 0.0% | -28.8% |
| 3Y | +664.1% | -8.5% | +672.6% | +594.8% |
| 5Y | +318.7% | -72.7% | +391.4% | +469.7% |
| All | +396.9% | -76.3% | +473.2% | +551.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling