-8.5%
CHWY vs AFL
+63.5%
-72.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.2% |
| 7D | -13.6% | -1.6% | -12.0% | -13.3% |
| 30D | -8.5% | -4.0% | -4.5% | -7.8% |
| 3M | +8.9% | -0.5% | +9.4% | +8.8% |
| 6M | -20.5% | +6.5% | -27.0% | -21.9% |
| YTD | -38.2% | +6.2% | -44.3% | -39.3% |
| 1Y | -43.3% | +8.3% | -51.5% | -44.8% |
| 3Y | -8.5% | +62.5% | -71.1% | -19.9% |
| All | -8.5% | +63.5% | -72.1% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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