-41.6%
CHWY vs APD
+57.4%
-98.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -2.7% |
| 7D | -13.6% | -3.3% | -10.3% | -12.4% |
| 30D | -8.5% | -4.2% | -4.4% | -6.9% |
| 3M | +8.9% | +5.4% | +3.5% | +6.1% |
| 6M | -20.5% | +6.3% | -26.7% | -23.1% |
| YTD | -38.2% | +20.3% | -58.5% | -43.6% |
| 1Y | -43.3% | +1.6% | -44.8% | -44.7% |
| 3Y | -8.5% | +4.0% | -12.6% | -14.1% |
| 5Y | -72.7% | +23.3% | -96.1% | -76.8% |
| All | -41.6% | +57.4% | -98.9% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling