-41.6%
CHWY vs AMP
+316.2%
-357.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.3% |
| 7D | -13.6% | -0.5% | -13.1% | -13.4% |
| 30D | -8.5% | -1.3% | -7.2% | -8.1% |
| 3M | +8.9% | +24.2% | -15.3% | +0.1% |
| 6M | -20.5% | +24.6% | -45.0% | -27.0% |
| YTD | -38.2% | +14.8% | -53.0% | -41.6% |
| 1Y | -43.3% | +12.8% | -56.0% | -46.3% |
| 3Y | -8.5% | +69.0% | -77.5% | -26.7% |
| 5Y | -72.7% | +124.9% | -197.6% | -79.9% |
| All | -41.6% | +316.2% | -357.8% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling