-40.7%
CHWY vs ARMK
+149.1%
-189.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.2% | -9.7% | -10.6% |
| 7D | -14.1% | +0.3% | -14.5% | -14.2% |
| 30D | -8.1% | +2.4% | -10.5% | -8.7% |
| 3M | +1.7% | +6.1% | -4.3% | +0.3% |
| 6M | -20.7% | +41.8% | -62.4% | -26.2% |
| YTD | -37.2% | +55.5% | -92.8% | -42.6% |
| 1Y | -50.7% | +49.6% | -100.3% | -54.7% |
| 3Y | -9.7% | +122.8% | -132.5% | -22.9% |
| 5Y | -72.9% | +151.0% | -223.9% | -77.0% |
| All | -40.7% | +149.1% | -189.8% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling