-72.2%
CHWY vs ABCL
-81.3%
+9.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -1.0% |
| 7D | +1.7% | +0.7% | +1.0% | +1.6% |
| 30D | -1.5% | +93.1% | -94.6% | -17.2% |
| 3M | +13.6% | +79.4% | -65.8% | -4.6% |
| 6M | -7.3% | +214.9% | -222.1% | -33.5% |
| YTD | -28.4% | +234.2% | -262.6% | -50.2% |
| 1Y | -42.5% | +174.8% | -217.3% | -59.3% |
| 3Y | -4.1% | +104.5% | -108.6% | -32.5% |
| 5Y | -69.2% | -39.0% | -30.2% | -72.5% |
| All | -72.2% | -81.3% | +9.1% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling