-15.5%
AMT vs CHYM
-24.9%
+9.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | 0.0% |
| 7D | -0.2% | +2.1% | -2.2% | -0.2% |
| 30D | +1.8% | +11.0% | -9.2% | +1.7% |
| 3M | -6.2% | +83.9% | -90.1% | -6.9% |
| 6M | -5.0% | +45.3% | -50.3% | -5.7% |
| YTD | +2.1% | +28.4% | -26.3% | +1.4% |
| 1Y | -5.7% | +32.2% | -37.9% | -6.6% |
| All | -15.5% | -24.9% | +9.4% | -16.6% |
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