+206.2%
ALAB vs CHYM
-24.9%
+231.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.3% | -2.6% | -5.4% |
| 7D | +3.2% | +2.1% | +1.1% | +2.4% |
| 30D | -13.6% | +11.0% | -24.6% | -17.1% |
| 3M | -16.6% | +83.9% | -100.5% | -36.1% |
| 6M | +142.3% | +45.3% | +97.0% | +101.4% |
| YTD | +73.6% | +28.4% | +45.3% | +49.8% |
| 1Y | +33.7% | +32.2% | +1.5% | +15.1% |
| All | +206.2% | -24.9% | +231.0% | +196.4% |
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