+25.2%
CHWY vs AMDL
+115.6%
-90.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.7% | +8.3% | +1.9% |
| 7D | -12.0% | +20.7% | -32.7% | -12.9% |
| 30D | -6.2% | +9.4% | -15.6% | -6.8% |
| 3M | +5.5% | +5.6% | -0.1% | +3.4% |
| 6M | -17.8% | +340.3% | -358.1% | -28.0% |
| YTD | -36.2% | +253.6% | -289.9% | -44.1% |
| 1Y | -40.0% | +443.4% | -483.3% | -50.3% |
| All | +25.2% | +115.6% | -90.4% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 3y: compounded portfolio wealth divided by compounded AMDL 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…
3y analysis · Full analysis span regression · 6 months rolling