+346.2%
ATI vs CHWY
-11.7%
+357.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.3% |
| 7D | -5.6% | -13.6% | +8.0% | -4.0% |
| 30D | -13.7% | -8.5% | -5.2% | -13.0% |
| 3M | -0.4% | +8.9% | -9.3% | -2.3% |
| 6M | +26.2% | -20.5% | +46.7% | +29.2% |
| YTD | +73.2% | -38.2% | +111.4% | +84.0% |
| 1Y | +161.6% | -43.3% | +204.9% | +181.4% |
| 3Y | +346.2% | -8.5% | +354.7% | +328.4% |
| All | +346.2% | -11.7% | +357.9% | +328.4% |
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