+26.3%
CHWY vs AS
+125.3%
-99.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.7% |
| 7D | -1.7% | -3.6% | +1.9% | -0.9% |
| 30D | +14.7% | +3.4% | +11.3% | +13.7% |
| 3M | +1.1% | -8.6% | +9.7% | +3.2% |
| 6M | -1.3% | -10.0% | +8.7% | +1.0% |
| YTD | -31.6% | -19.2% | -12.4% | -28.7% |
| 1Y | -31.5% | -3.8% | -27.7% | -31.3% |
| All | +26.3% | +125.3% | -99.0% | +4.5% |
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