+739.0%
ATI vs CHWY
-41.4%
+780.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.2% | -3.8% |
| 7D | -2.7% | -12.0% | +9.3% | -1.8% |
| 30D | -13.5% | -6.2% | -7.3% | -13.2% |
| 3M | +8.5% | +5.5% | +3.0% | +7.6% |
| 6M | +25.2% | -17.8% | +43.0% | +26.5% |
| YTD | +73.4% | -36.2% | +109.6% | +78.7% |
| 1Y | +160.5% | -40.0% | +200.5% | +169.5% |
| 3Y | +347.3% | -8.3% | +355.6% | +340.9% |
| 5Y | +1,049.0% | -71.9% | +1,120.9% | +1,044.4% |
| All | +739.0% | -41.4% | +780.4% | +639.4% |
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 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