-41.6%
CHWY vs AFL
+150.2%
-191.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.1% |
| 7D | -13.6% | -1.6% | -12.0% | -13.4% |
| 30D | -8.5% | -4.0% | -4.5% | -8.1% |
| 3M | +8.9% | -0.5% | +9.4% | +8.9% |
| 6M | -20.5% | +6.5% | -27.0% | -21.2% |
| YTD | -38.2% | +6.2% | -44.3% | -38.7% |
| 1Y | -43.3% | +8.3% | -51.5% | -44.0% |
| 3Y | -8.5% | +62.5% | -71.1% | -13.8% |
| 5Y | -72.7% | +136.2% | -208.9% | -74.9% |
| All | -41.6% | +150.2% | -191.8% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling