+23.2%
CHWY vs AMDL
+131.0%
-107.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +6.0% | -16.9% | -11.1% |
| 7D | -14.1% | +29.0% | -43.1% | -15.2% |
| 30D | -8.1% | +19.1% | -27.2% | -9.1% |
| 3M | +1.7% | +1.8% | -0.1% | +0.1% |
| 6M | -20.7% | +374.4% | -395.0% | -30.7% |
| YTD | -37.2% | +278.9% | -316.1% | -45.1% |
| 1Y | -50.7% | +510.6% | -561.3% | -59.6% |
| All | +23.2% | +131.0% | -107.7% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling