-33.5%
CHWY vs AVAV
+135.0%
-168.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -2.3% |
| 7D | -1.9% | +3.2% | -5.1% | -2.6% |
| 30D | -1.1% | -20.3% | +19.2% | +3.7% |
| 3M | +15.5% | -19.4% | +34.9% | +18.9% |
| 6M | -8.5% | -35.3% | +26.8% | -2.1% |
| YTD | -29.6% | -38.5% | +8.9% | -25.8% |
| 1Y | -44.1% | -37.2% | -6.9% | -43.1% |
| 3Y | +1.2% | +31.1% | -29.9% | -25.2% |
| 5Y | -69.4% | +41.0% | -110.4% | -79.4% |
| All | -33.5% | +135.0% | -168.5% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling