-22.2%
ABT vs CHYM
-24.0%
+1.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.7% | -1.5% |
| 7D | -5.0% | -2.9% | -2.1% | -4.9% |
| 30D | -5.8% | +3.0% | -8.8% | -5.9% |
| 3M | +16.7% | +98.7% | -82.0% | +14.0% |
| 6M | -5.2% | +46.4% | -51.7% | -7.1% |
| YTD | -16.0% | +29.8% | -45.8% | -17.6% |
| 1Y | -18.3% | +40.5% | -58.7% | -20.5% |
| All | -22.2% | -24.0% | +1.9% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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