-49.2%
CHWY vs BAM
+81.2%
-130.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -0.2% | -2.7% | +2.5% | +1.1% |
| 30D | +8.1% | +15.5% | -7.4% | +0.9% |
| 3M | +0.3% | -6.9% | +7.1% | +3.5% |
| 6M | +4.0% | +9.9% | -5.9% | -1.2% |
| YTD | -31.9% | +1.4% | -33.2% | -33.1% |
| 1Y | -32.8% | +3.3% | -36.0% | -34.6% |
| 3Y | +16.0% | +83.6% | -67.6% | -19.2% |
| All | -49.2% | +81.2% | -130.4% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling