-39.8%
CHWY vs AMBA
+62.7%
-102.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +2.9% | +2.0% |
| 7D | -12.0% | +7.1% | -19.1% | -14.0% |
| 30D | -6.2% | -18.1% | +11.9% | -1.5% |
| 3M | +5.5% | +8.4% | -2.9% | -1.2% |
| 6M | -17.8% | +25.7% | -43.5% | -28.9% |
| YTD | -36.2% | -4.2% | -32.0% | -40.6% |
| 1Y | -40.0% | -18.7% | -21.3% | -42.9% |
| 3Y | -8.3% | +13.3% | -21.6% | -29.7% |
| 5Y | -71.9% | -54.2% | -17.6% | -73.3% |
| All | -39.8% | +62.7% | -102.4% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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