+619.5%
APP vs CHWY
-10.4%
+629.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -10.8% | +8.6% | +1.6% |
| 7D | -4.4% | -14.1% | +9.8% | +0.7% |
| 30D | -10.0% | -8.1% | -1.9% | -7.7% |
| 3M | -41.4% | +1.7% | -43.1% | -41.9% |
| 6M | -41.0% | -20.7% | -20.4% | -36.8% |
| YTD | -54.7% | -37.2% | -17.5% | -47.8% |
| 1Y | -45.3% | -50.7% | +5.4% | -32.9% |
| All | +619.5% | -10.4% | +629.8% | +595.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling