+30.0%
CHWY vs AS
+114.1%
-84.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.0% |
| 7D | -1.9% | -2.6% | +0.7% | -1.3% |
| 30D | -1.1% | -22.1% | +21.0% | +4.9% |
| 3M | +15.5% | -15.3% | +30.8% | +20.0% |
| 6M | -8.5% | -15.6% | +7.1% | -5.2% |
| YTD | -29.6% | -23.2% | -6.4% | -25.6% |
| 1Y | -44.1% | -21.7% | -22.4% | -41.3% |
| All | +30.0% | +114.1% | -84.1% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling