-40.7%
CHWY vs ACM
+101.1%
-141.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.1% | -7.8% | -9.7% |
| 7D | -14.1% | -3.7% | -10.5% | -12.9% |
| 30D | -8.1% | -12.7% | +4.5% | -4.0% |
| 3M | +1.7% | -9.8% | +11.5% | +4.9% |
| 6M | -20.7% | -31.4% | +10.7% | -9.8% |
| YTD | -37.2% | -32.1% | -5.1% | -28.5% |
| 1Y | -50.7% | -47.8% | -2.9% | -38.6% |
| 3Y | -9.7% | -22.1% | +12.3% | -4.3% |
| 5Y | -72.9% | +1.8% | -74.7% | -73.3% |
| All | -40.7% | +101.1% | -141.8% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling