-7.2%
CHWY vs ABCL
+103.9%
-111.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.4% | -7.4% | -10.4% |
| 7D | -14.1% | -2.7% | -11.4% | -13.8% |
| 30D | -8.1% | +18.3% | -26.5% | -10.5% |
| 3M | +1.7% | +108.5% | -106.8% | -10.9% |
| 6M | -20.7% | +213.9% | -234.6% | -36.3% |
| YTD | -37.2% | +223.1% | -260.3% | -50.4% |
| 1Y | -50.7% | +160.6% | -211.3% | -60.5% |
| All | -7.2% | +103.9% | -111.0% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling