-40.7%
CHWY vs ALC
+20.1%
-60.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.0% | -9.8% | -10.3% |
| 7D | -14.1% | -5.3% | -8.9% | -11.7% |
| 30D | -8.1% | -7.1% | -1.1% | -4.7% |
| 3M | +1.7% | +0.8% | +0.9% | +1.3% |
| 6M | -20.7% | -16.0% | -4.7% | -14.1% |
| YTD | -37.2% | -12.7% | -24.5% | -33.4% |
| 1Y | -50.7% | -12.8% | -37.9% | -48.0% |
| 3Y | -9.7% | -15.8% | +6.1% | -6.1% |
| 5Y | -72.9% | -16.7% | -56.3% | -72.3% |
| All | -40.7% | +20.1% | -60.8% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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