-33.5%
CHWY vs ALLY
+79.9%
-113.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -0.8% |
| 7D | -1.9% | +1.0% | -2.9% | -2.2% |
| 30D | -1.1% | -3.3% | +2.2% | -0.3% |
| 3M | +15.5% | +0.5% | +15.0% | +15.2% |
| 6M | -8.5% | +12.6% | -21.1% | -11.4% |
| YTD | -29.6% | -4.7% | -24.9% | -28.9% |
| 1Y | -44.1% | +5.2% | -49.3% | -45.3% |
| 3Y | +1.2% | +66.5% | -65.3% | -14.4% |
| 5Y | -69.4% | +0.2% | -69.6% | -72.6% |
| All | -33.5% | +79.9% | -113.4% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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