+378.5%
APP vs CHWY
-73.0%
+451.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.0% | -1.9% |
| 7D | +0.1% | -1.9% | +2.0% | +1.0% |
| 30D | -10.0% | -1.1% | -8.9% | -9.8% |
| 3M | -44.6% | +15.5% | -60.1% | -48.3% |
| 6M | -37.9% | -8.5% | -29.4% | -36.1% |
| YTD | -53.7% | -29.6% | -24.1% | -46.4% |
| 1Y | -43.0% | -44.1% | +1.1% | -28.4% |
| 3Y | +640.8% | +1.2% | +639.5% | +546.7% |
| 5Y | +358.8% | -69.4% | +428.2% | +492.8% |
| All | +378.5% | -73.0% | +451.6% | +493.6% |
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 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