-52.5%
CHWY vs BAM
+66.1%
-118.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.1% |
| 7D | -12.0% | -6.1% | -6.0% | -9.3% |
| 30D | -6.2% | -13.8% | +7.7% | +0.6% |
| 3M | +5.5% | +4.4% | +1.1% | +2.8% |
| 6M | -17.8% | +6.4% | -24.2% | -20.6% |
| YTD | -36.2% | -7.1% | -29.2% | -34.7% |
| 1Y | -40.0% | -11.8% | -28.2% | -37.4% |
| 3Y | -8.3% | +50.2% | -58.5% | -29.5% |
| All | -52.5% | +66.1% | -118.6% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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