-7.2%
CHWY vs AVAV
+24.3%
-31.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -5.4% | -5.5% | -10.3% |
| 7D | -14.1% | -3.2% | -11.0% | -13.8% |
| 30D | -8.1% | -25.6% | +17.4% | -5.4% |
| 3M | +1.7% | -20.2% | +21.9% | +3.3% |
| 6M | -20.7% | -38.1% | +17.4% | -17.7% |
| YTD | -37.2% | -41.8% | +4.6% | -35.1% |
| 1Y | -50.7% | -39.0% | -11.7% | -50.3% |
| All | -7.2% | +24.3% | -31.5% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling