-39.8%
CHWY vs AVAV
+132.3%
-172.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.5% | -2.9% | +0.6% |
| 7D | -12.0% | -0.1% | -11.9% | -11.9% |
| 30D | -6.2% | -25.0% | +18.8% | -0.1% |
| 3M | +5.5% | -15.0% | +20.5% | +7.3% |
| 6M | -17.8% | -33.6% | +15.8% | -12.5% |
| YTD | -36.2% | -39.2% | +3.0% | -32.6% |
| 1Y | -40.0% | -40.5% | +0.5% | -37.7% |
| 3Y | -8.3% | +29.6% | -37.9% | -32.0% |
| 5Y | -71.9% | +56.7% | -128.6% | -81.6% |
| All | -39.8% | +132.3% | -172.1% | -68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling