-39.9%
CHWY vs ADVB
-88.9%
+49.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +1.6% |
| 7D | -12.0% | -5.9% | -6.2% | -12.0% |
| 30D | -6.2% | +13.9% | -20.1% | -6.2% |
| 3M | +5.5% | +127.3% | -121.8% | +3.4% |
| 6M | -17.8% | +77.0% | -94.8% | -19.5% |
| YTD | -36.2% | +51.5% | -87.8% | -37.5% |
| 1Y | -40.0% | -11.3% | -28.6% | -41.0% |
| All | -39.9% | -88.9% | +49.0% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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