-33.5%
CHWY vs APD
+60.7%
-94.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.2% |
| 7D | -1.9% | -2.5% | +0.6% | -0.9% |
| 30D | -1.1% | -1.9% | +0.8% | -0.4% |
| 3M | +15.5% | +8.2% | +7.2% | +11.3% |
| 6M | -8.5% | +10.7% | -19.2% | -13.0% |
| YTD | -29.6% | +22.9% | -52.5% | -36.4% |
| 1Y | -44.1% | +5.8% | -49.9% | -46.5% |
| 3Y | +1.2% | +7.8% | -6.6% | -6.5% |
| 5Y | -69.4% | +26.1% | -95.5% | -74.2% |
| All | -33.5% | +60.7% | -94.2% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling