-35.7%
AUR vs CHWY
-70.9%
+35.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +2.8% |
| 7D | +1.4% | -13.6% | +15.0% | +7.1% |
| 30D | -6.4% | -8.5% | +2.1% | -4.0% |
| 3M | +7.7% | +8.9% | -1.2% | +2.3% |
| 6M | +44.5% | -20.5% | +65.0% | +54.6% |
| YTD | +67.4% | -38.2% | +105.6% | +98.0% |
| 1Y | +15.4% | -43.3% | +58.7% | +40.3% |
| 3Y | +94.8% | -8.5% | +103.4% | +73.0% |
| 5Y | -35.1% | -72.7% | +37.6% | -21.1% |
| All | -35.7% | -70.9% | +35.2% | -21.7% |
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 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