-72.3%
CHWY vs AVAV
+51.7%
-124.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -5.4% | -5.5% | -9.7% |
| 7D | -14.1% | -3.2% | -11.0% | -13.5% |
| 30D | -8.1% | -25.6% | +17.4% | -2.3% |
| 3M | +1.7% | -20.2% | +21.9% | +4.9% |
| 6M | -20.7% | -38.1% | +17.4% | -14.3% |
| YTD | -37.2% | -41.8% | +4.6% | -33.2% |
| 1Y | -50.7% | -39.0% | -11.7% | -49.9% |
| 3Y | -9.7% | +24.1% | -33.8% | -36.5% |
| All | -72.3% | +51.7% | -124.0% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling