-18.4%
ALNY vs CHYM
-23.3%
+4.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -6.5% | -2.3% | -4.3% | -6.5% |
| 30D | +11.0% | +4.4% | +6.6% | +10.9% |
| 3M | -14.1% | +91.3% | -105.4% | -16.1% |
| 6M | -22.4% | +44.0% | -66.4% | -23.7% |
| YTD | -37.5% | +31.1% | -68.6% | -38.6% |
| 1Y | -46.9% | +37.8% | -84.8% | -47.8% |
| All | -18.4% | -23.3% | +4.9% | -19.5% |
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 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