+315.5%
ARM vs CHWY
-3.4%
+319.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.8% | +11.9% | +3.5% |
| 7D | +12.5% | -14.1% | +26.7% | +16.3% |
| 30D | -1.4% | -8.1% | +6.8% | 0.0% |
| 3M | -18.7% | +1.7% | -20.4% | -20.2% |
| 6M | +124.6% | -20.7% | +145.3% | +134.5% |
| YTD | +141.7% | -37.2% | +178.9% | +165.7% |
| 1Y | +87.7% | -50.7% | +138.4% | +116.1% |
| All | +315.5% | -3.4% | +319.0% | +311.4% |
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