-7.2%
CHWY vs ALK
+1.1%
-8.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.9% | -9.9% | -10.6% |
| 7D | -14.1% | -3.0% | -11.2% | -13.5% |
| 30D | -8.1% | -14.6% | +6.5% | -4.8% |
| 3M | +1.7% | -10.6% | +12.3% | +3.8% |
| 6M | -20.7% | -6.7% | -13.9% | -20.6% |
| YTD | -37.2% | -19.8% | -17.5% | -35.3% |
| 1Y | -50.7% | -35.2% | -15.5% | -46.5% |
| All | -7.2% | +1.1% | -8.2% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling