-41.6%
CHWY vs ACM
+99.6%
-141.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.1% | -3.4% |
| 7D | -13.6% | -4.6% | -9.0% | -12.1% |
| 30D | -8.5% | +4.1% | -12.6% | -10.0% |
| 3M | +8.9% | -8.3% | +17.2% | +11.7% |
| 6M | -20.5% | -30.1% | +9.6% | -10.3% |
| YTD | -38.2% | -32.6% | -5.5% | -29.4% |
| 1Y | -43.3% | -49.6% | +6.3% | -28.4% |
| 3Y | -8.5% | -23.0% | +14.5% | -2.7% |
| 5Y | -72.7% | +2.0% | -74.7% | -73.1% |
| All | -41.6% | +99.6% | -141.2% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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