+161.6%
AMAT vs CHYM
-24.0%
+185.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.4% | +2.3% | -2.6% |
| 7D | +4.2% | -2.9% | +7.1% | +4.4% |
| 30D | -13.5% | +3.0% | -16.5% | -13.9% |
| 3M | -8.6% | +98.7% | -107.3% | -17.9% |
| 6M | +31.6% | +46.4% | -14.9% | +22.6% |
| YTD | +77.3% | +29.8% | +47.5% | +67.1% |
| 1Y | +179.4% | +40.5% | +138.9% | +157.4% |
| All | +161.6% | -24.0% | +185.6% | +146.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling