+578.3%
AXON vs CHWY
-43.2%
+621.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.9% |
| 7D | -7.0% | -13.6% | +6.6% | -3.8% |
| 30D | -20.1% | -8.5% | -11.5% | -18.5% |
| 3M | +7.4% | +8.9% | -1.5% | +5.2% |
| 6M | -7.4% | -20.5% | +13.1% | -2.8% |
| YTD | -15.6% | -38.2% | +22.6% | -6.2% |
| 1Y | -36.2% | -43.3% | +7.1% | -27.9% |
| 3Y | +124.8% | -8.5% | +133.4% | +111.9% |
| 5Y | +166.6% | -72.7% | +239.3% | +212.9% |
| All | +578.3% | -43.2% | +621.5% | +469.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling