+32.2%
CHWY vs AS
+120.4%
-88.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -4.8% | -2.1% |
| 7D | +1.7% | -4.9% | +6.6% | +2.9% |
| 30D | -1.5% | -19.6% | +18.1% | +3.6% |
| 3M | +13.6% | -14.4% | +28.0% | +17.8% |
| 6M | -7.3% | -20.1% | +12.9% | -2.8% |
| YTD | -28.4% | -20.9% | -7.5% | -24.9% |
| 1Y | -42.5% | -21.9% | -20.7% | -39.6% |
| All | +32.2% | +120.4% | -88.2% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling