-41.6%
CHWY vs AMCR
+8.9%
-50.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.5% | -2.3% |
| 7D | -13.6% | -6.3% | -7.3% | -10.9% |
| 30D | -8.5% | -7.8% | -0.7% | -5.0% |
| 3M | +8.9% | +7.5% | +1.4% | +5.6% |
| 6M | -20.5% | +2.7% | -23.2% | -21.7% |
| YTD | -38.2% | +6.0% | -44.2% | -40.7% |
| 1Y | -43.3% | +7.8% | -51.0% | -46.1% |
| 3Y | -8.5% | +5.8% | -14.3% | -14.4% |
| 5Y | -72.7% | -11.6% | -61.1% | -71.7% |
| All | -41.6% | +8.9% | -50.5% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling