-40.7%
CHWY vs ALM
+1,138.1%
-1,178.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.1% | -6.7% | -10.7% |
| 7D | -14.1% | +3.6% | -17.8% | -14.2% |
| 30D | -8.1% | +33.8% | -41.9% | -8.8% |
| 3M | +1.7% | +14.8% | -13.1% | +1.1% |
| 6M | -20.7% | -7.0% | -13.7% | -20.9% |
| YTD | -37.2% | +108.1% | -145.3% | -38.7% |
| 1Y | -50.7% | +313.8% | -364.5% | -52.7% |
| 3Y | -9.7% | +2,227.6% | -2,237.4% | -16.1% |
| 5Y | -72.9% | +956.6% | -1,029.5% | -74.7% |
| All | -40.7% | +1,138.1% | -1,178.8% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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