-39.8%
CHWY vs AVTR
-20.9%
-18.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -12.0% | -2.0% | -10.0% | -11.4% |
| 30D | -6.2% | +8.1% | -14.2% | -8.5% |
| 3M | +5.5% | +54.2% | -48.7% | -8.9% |
| 6M | -17.8% | +82.6% | -100.4% | -33.1% |
| YTD | -36.2% | +29.8% | -66.1% | -42.4% |
| 1Y | -40.0% | +18.0% | -58.0% | -45.5% |
| 3Y | -8.3% | -26.4% | +18.1% | -6.1% |
| 5Y | -71.9% | -64.8% | -7.0% | -63.4% |
| All | -39.8% | -20.9% | -18.9% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling