+696.9%
AVGO vs CHWY
-72.6%
+769.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.4% | +0.8% |
| 7D | +1.1% | -13.6% | +14.8% | +3.5% |
| 30D | -13.0% | -8.5% | -4.4% | -12.0% |
| 3M | -6.0% | +8.9% | -14.9% | -7.9% |
| 6M | +6.4% | -20.5% | +26.8% | +9.3% |
| YTD | +5.0% | -38.2% | +43.1% | +12.4% |
| 1Y | +1.4% | -43.3% | +44.6% | +9.9% |
| 3Y | +336.8% | -8.5% | +345.4% | +319.9% |
| All | +696.9% | -72.6% | +769.6% | +748.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling