-72.2%
CHWY vs AVTR
-64.6%
-7.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.9% |
| 7D | -13.6% | -1.1% | -12.5% | -13.2% |
| 30D | -8.5% | +6.3% | -14.9% | -10.5% |
| 3M | +8.9% | +53.3% | -44.4% | -7.2% |
| 6M | -20.5% | +78.6% | -99.1% | -36.2% |
| YTD | -38.2% | +29.2% | -67.4% | -44.6% |
| 1Y | -43.3% | +13.8% | -57.1% | -48.4% |
| 3Y | -8.5% | -27.4% | +18.9% | -5.1% |
| All | -72.2% | -64.6% | -7.6% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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