-40.7%
CHWY vs AVAV
+122.4%
-163.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -5.4% | -5.5% | -9.6% |
| 7D | -14.1% | -3.2% | -11.0% | -13.4% |
| 30D | -8.1% | -25.6% | +17.4% | -2.0% |
| 3M | +1.7% | -20.2% | +21.9% | +5.0% |
| 6M | -20.7% | -38.1% | +17.4% | -14.1% |
| YTD | -37.2% | -41.8% | +4.6% | -32.9% |
| 1Y | -50.7% | -39.0% | -11.7% | -49.5% |
| 3Y | -9.7% | +24.1% | -33.8% | -32.4% |
| 5Y | -72.9% | +53.0% | -126.0% | -82.1% |
| All | -40.7% | +122.4% | -163.1% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded AVAV 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling