-72.2%
CHWY vs ACM
+1.2%
-73.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.1% | -3.6% |
| 7D | -13.6% | -4.6% | -9.0% | -11.3% |
| 30D | -8.5% | +4.1% | -12.6% | -10.8% |
| 3M | +8.9% | -8.3% | +17.2% | +12.8% |
| 6M | -20.5% | -30.1% | +9.6% | -4.4% |
| YTD | -38.2% | -32.6% | -5.5% | -24.5% |
| 1Y | -43.3% | -49.6% | +6.3% | -18.2% |
| 3Y | -8.5% | -23.0% | +14.5% | -6.1% |
| All | -72.2% | +1.2% | -73.5% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling