-38.9%
APTV vs CHWY
-41.4%
+2.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.4% |
| 7D | -1.8% | -12.0% | +10.2% | +0.1% |
| 30D | -7.9% | -6.2% | -1.7% | -7.2% |
| 3M | -29.9% | +5.5% | -35.4% | -31.0% |
| 6M | -36.6% | -17.8% | -18.8% | -35.2% |
| YTD | -40.0% | -36.2% | -3.7% | -36.4% |
| 1Y | -44.0% | -40.0% | -4.1% | -40.3% |
| 3Y | -54.5% | -8.3% | -46.2% | -56.9% |
| 5Y | -68.8% | -71.9% | +3.1% | -67.5% |
| All | -38.9% | -41.4% | +2.6% | -45.0% |
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