-40.0%
CHWY vs ADVB
+2.9%
-42.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.5% |
| 6M | -17.8% | +77.0% | -94.8% | -20.1% |
| YTD | -36.2% | +51.5% | -87.8% | -38.0% |
| 1Y | -40.0% | -11.3% | -28.6% | -41.2% |
| All | -40.0% | +2.9% | -42.9% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling