-41.6%
CHWY vs ALK
-32.9%
-8.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.7% | -3.5% |
| 7D | -13.6% | -2.1% | -11.5% | -13.3% |
| 30D | -8.5% | -13.1% | +4.6% | -6.1% |
| 3M | +8.9% | -11.8% | +20.7% | +11.3% |
| 6M | -20.5% | -0.4% | -20.1% | -21.3% |
| YTD | -38.2% | -18.2% | -20.0% | -36.8% |
| 1Y | -43.3% | -35.5% | -7.7% | -39.5% |
| 3Y | -8.5% | +1.8% | -10.4% | -13.1% |
| 5Y | -72.7% | -26.6% | -46.1% | -73.3% |
| All | -41.6% | -32.9% | -8.7% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling