-35.8%
CHWY vs ADVB
-96.8%
+61.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -23.6% | +23.2% | -0.4% |
| 7D | -0.2% | +27.8% | -28.0% | -0.1% |
| 30D | +8.1% | -50.8% | +58.9% | +8.3% |
| 3M | +0.3% | -70.5% | +70.8% | +0.6% |
| 6M | +4.0% | -46.7% | +50.8% | +2.1% |
| YTD | -31.9% | -56.7% | +24.8% | -33.0% |
| 1Y | -32.8% | -71.8% | +39.0% | -33.9% |
| All | -35.8% | -96.8% | +61.0% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling