-32.4%
CHWY vs ALK
-31.4%
-0.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.6% |
| 7D | +1.7% | -0.7% | +2.4% | +1.8% |
| 30D | -1.5% | -19.2% | +17.7% | +2.5% |
| 3M | +13.6% | -1.5% | +15.2% | +13.3% |
| 6M | -7.3% | -13.1% | +5.8% | -6.0% |
| YTD | -28.4% | -16.4% | -12.0% | -27.1% |
| 1Y | -42.5% | -33.1% | -9.4% | -39.2% |
| 3Y | -4.1% | +0.6% | -4.7% | -8.8% |
| 5Y | -69.2% | -26.4% | -42.8% | -69.9% |
| All | -32.4% | -31.4% | -0.9% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling