-41.6%
CHWY vs AVAV
+131.8%
-173.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -13.6% | +1.4% | -15.0% | -13.8% |
| 30D | -8.5% | -24.3% | +15.8% | -2.8% |
| 3M | +8.9% | -20.1% | +29.0% | +12.6% |
| 6M | -20.5% | -29.4% | +8.9% | -16.6% |
| YTD | -38.2% | -39.3% | +1.2% | -34.6% |
| 1Y | -43.3% | -39.3% | -3.9% | -41.4% |
| 3Y | -8.5% | +29.5% | -38.0% | -32.1% |
| 5Y | -72.7% | +56.3% | -129.1% | -82.1% |
| All | -41.6% | +131.8% | -173.4% | -69.7% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling