-72.2%
CHWY vs ARMK
+160.7%
-232.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.2% | -4.7% |
| 7D | -13.6% | +3.1% | -16.7% | -15.0% |
| 30D | -8.5% | -2.8% | -5.8% | -7.4% |
| 3M | +8.9% | +7.6% | +1.3% | +3.8% |
| 6M | -20.5% | +47.9% | -68.4% | -37.1% |
| YTD | -38.2% | +60.0% | -98.2% | -53.4% |
| 1Y | -43.3% | +52.2% | -95.5% | -56.3% |
| 3Y | -8.5% | +131.4% | -140.0% | -49.1% |
| All | -72.2% | +160.7% | -232.9% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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