-41.3%
ALNY vs CHYM
+38.9%
-80.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +12.2% | +1.7% | +10.5% | +12.1% |
| 30D | +16.3% | +30.2% | -13.9% | +15.3% |
| 3M | -12.4% | +85.9% | -98.3% | -15.1% |
| 6M | -18.7% | +49.9% | -68.6% | -20.8% |
| YTD | -33.1% | +34.1% | -67.2% | -34.9% |
| 1Y | -41.3% | +37.0% | -78.3% | -42.5% |
| All | -41.3% | +38.9% | -80.2% | -42.5% |
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