+189.7%
AXP vs CHWY
-37.4%
+227.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +4.4% | +8.1% | -3.7% | +3.6% |
| 3M | -6.4% | +0.3% | -6.7% | -6.6% |
| 6M | +4.2% | +4.0% | +0.1% | +3.2% |
| YTD | -12.4% | -31.9% | +19.5% | -9.8% |
| 1Y | -11.1% | -32.8% | +21.6% | -8.4% |
| 3Y | +114.9% | +16.0% | +98.8% | +105.8% |
| 5Y | +87.4% | -70.7% | +158.1% | +89.4% |
| All | +189.7% | -37.4% | +227.2% | +129.3% |
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 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