+299.7%
ARM vs CHWY
-1.9%
+301.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.6% | -5.4% | -4.2% |
| 7D | +4.8% | -12.0% | +16.8% | +7.7% |
| 30D | -5.5% | -6.2% | +0.7% | -4.7% |
| 3M | -17.3% | +5.5% | -22.8% | -19.7% |
| 6M | +110.9% | -17.8% | +128.6% | +118.2% |
| YTD | +132.5% | -36.2% | +168.7% | +154.7% |
| 1Y | +64.9% | -40.0% | +104.9% | +82.2% |
| All | +299.7% | -1.9% | +301.6% | +294.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling