-62.0%
ALNY vs CHYM
+71.1%
-133.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.9% | -5.2% | +0.4% |
| 7D | -30.7% | +3.7% | -34.4% | -30.8% |
| 30D | -26.7% | +5.6% | -32.3% | -27.0% |
| 3M | -26.4% | +19.7% | -46.2% | -27.0% |
| 6M | -45.9% | +35.3% | -81.2% | -46.9% |
| YTD | -59.5% | +18.7% | -78.2% | -60.5% |
| 1Y | -62.0% | +67.8% | -129.8% | -63.0% |
| All | -62.0% | +71.1% | -133.0% | -63.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling