-41.6%
CHWY vs AJG
+201.4%
-243.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.5% |
| 7D | -13.6% | -8.3% | -5.3% | -10.2% |
| 30D | -8.5% | -5.7% | -2.9% | -6.1% |
| 3M | +8.9% | +9.1% | -0.2% | +4.8% |
| 6M | -20.5% | +15.2% | -35.7% | -25.6% |
| YTD | -38.2% | -6.3% | -31.9% | -37.0% |
| 1Y | -43.3% | -19.1% | -24.1% | -38.5% |
| 3Y | -8.5% | +8.2% | -16.8% | -14.6% |
| 5Y | -72.7% | +75.6% | -148.4% | -79.0% |
| All | -41.6% | +201.4% | -243.0% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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