-20.7%
CHWY vs ARMK
+42.4%
-63.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.2% | -9.7% | -10.7% |
| 7D | -14.1% | +0.3% | -14.5% | -14.1% |
| 30D | -8.1% | +2.4% | -10.5% | -9.1% |
| 3M | +1.7% | +6.1% | -4.3% | -1.2% |
| 6M | -20.7% | +41.8% | -62.4% | -35.7% |
| All | -20.7% | +42.4% | -63.0% | -35.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling