-20.5%
CHWY vs AMCR
+2.9%
-23.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.5% | -2.2% |
| 7D | -13.6% | -6.3% | -7.3% | -10.5% |
| 30D | -8.5% | -7.8% | -0.7% | -4.6% |
| 3M | +8.9% | +7.5% | +1.4% | +6.2% |
| 6M | -20.5% | +2.7% | -23.2% | -19.5% |
| All | -20.5% | +2.9% | -23.4% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 6mo: compounded portfolio wealth divided by compounded AMCR 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…
6mo analysis · Full analysis span regression · 6 months rolling