+95.5%
ARES vs CHWY
-72.6%
+168.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.4% |
| 7D | -6.1% | -13.6% | +7.5% | -3.3% |
| 30D | -7.5% | -8.5% | +1.0% | -6.0% |
| 3M | +0.1% | +8.9% | -8.8% | -2.2% |
| 6M | +30.3% | -20.5% | +50.7% | +35.2% |
| YTD | -16.6% | -38.2% | +21.5% | -9.1% |
| 1Y | -26.1% | -43.3% | +17.2% | -18.4% |
| 3Y | +36.4% | -8.5% | +45.0% | +29.8% |
| All | +95.5% | -72.6% | +168.1% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling