-76.0%
CHWY vs ABCL
-82.1%
+6.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.1% | -3.9% |
| 7D | -13.6% | -4.7% | -8.9% | -12.7% |
| 30D | -8.5% | +5.2% | -13.7% | -10.2% |
| 3M | +8.9% | +106.6% | -97.7% | -11.6% |
| 6M | -20.5% | +198.4% | -218.8% | -42.3% |
| YTD | -38.2% | +218.4% | -256.6% | -56.5% |
| 1Y | -43.3% | +136.2% | -179.5% | -58.2% |
| 3Y | -8.5% | +103.2% | -111.7% | -35.8% |
| 5Y | -72.7% | -42.7% | -30.1% | -75.4% |
| All | -76.0% | -82.1% | +6.2% | -74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling