+114.5%
AXP vs CHWY
-0.4%
+114.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +0.6% | -1.9% | +2.5% | +0.8% |
| 30D | -4.3% | -1.1% | -3.2% | -4.3% |
| 3M | +4.7% | +15.5% | -10.8% | +2.8% |
| 6M | +9.0% | -8.5% | +17.5% | +9.5% |
| YTD | -11.1% | -29.6% | +18.5% | -8.5% |
| 1Y | +1.3% | -44.1% | +45.4% | +6.5% |
| 3Y | +114.5% | +1.2% | +113.3% | +117.5% |
| All | +114.5% | -0.4% | +114.9% | +117.5% |
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