-43.3%
APP vs CHWY
-43.1%
-0.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.0% | +6.0% | +4.3% |
| 7D | +1.1% | -13.6% | +14.7% | +7.3% |
| 30D | +6.6% | -8.5% | +15.2% | +9.9% |
| 3M | -32.3% | +8.9% | -41.2% | -34.9% |
| 6M | -29.8% | -20.5% | -9.3% | -24.1% |
| YTD | -51.9% | -38.2% | -13.8% | -47.2% |
| 1Y | -43.3% | -43.3% | 0.0% | -37.3% |
| All | -43.3% | -43.1% | -0.2% | -37.3% |
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