+58.2%
ADI vs CHYM
-24.0%
+82.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.8% |
| 7D | +1.3% | -2.9% | +4.2% | +1.4% |
| 30D | -6.0% | +3.0% | -8.9% | -6.1% |
| 3M | -7.7% | +98.7% | -106.4% | -10.9% |
| 6M | +14.0% | +46.4% | -32.5% | +11.5% |
| YTD | +34.4% | +29.8% | +4.6% | +32.1% |
| 1Y | +48.0% | +40.5% | +7.5% | +42.8% |
| All | +58.2% | -24.0% | +82.2% | +52.4% |
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