-40.9%
CHWY vs ADVB
-89.4%
+48.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -5.3% | -5.5% | -10.8% |
| 7D | -14.1% | -13.0% | -1.2% | -14.1% |
| 30D | -8.1% | +7.5% | -15.6% | -8.2% |
| 3M | +1.7% | +129.1% | -127.4% | -0.3% |
| 6M | -20.7% | +71.7% | -92.4% | -22.3% |
| YTD | -37.2% | +45.5% | -82.8% | -38.5% |
| 1Y | -50.7% | -2.7% | -48.0% | -51.6% |
| All | -40.9% | -89.4% | +48.5% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling