-72.2%
CHWY vs AMP
+122.1%
-194.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.5% |
| 7D | -13.6% | -0.5% | -13.1% | -13.3% |
| 30D | -8.5% | -1.3% | -7.2% | -7.8% |
| 3M | +8.9% | +24.2% | -15.3% | -5.7% |
| 6M | -20.5% | +24.6% | -45.0% | -31.4% |
| YTD | -38.2% | +14.8% | -53.0% | -44.1% |
| 1Y | -43.3% | +12.8% | -56.0% | -48.5% |
| 3Y | -8.5% | +69.0% | -77.5% | -43.5% |
| All | -72.2% | +122.1% | -194.4% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 5y: compounded portfolio wealth divided by compounded AMP 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…
5y analysis · Full analysis span regression · 6 months rolling