-30.7%
CHWY vs ABCL
+138.2%
-169.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.3% | +6.1% |
| 7D | +13.4% | -10.0% | +23.3% | +13.7% |
| 30D | +28.4% | -10.9% | +39.3% | +29.0% |
| 3M | -2.9% | +101.6% | -104.5% | -7.4% |
| 6M | -4.7% | +167.5% | -172.3% | -14.0% |
| YTD | -29.2% | +259.1% | -288.3% | -39.2% |
| 1Y | -30.7% | +152.2% | -182.9% | -41.3% |
| All | -30.7% | +138.2% | -169.0% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling