+20.4%
AMZN vs CHYM
-23.3%
+43.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.8% |
| 7D | -0.7% | -2.3% | +1.6% | -0.4% |
| 30D | -3.9% | +4.4% | -8.4% | -4.7% |
| 3M | +6.3% | +91.3% | -85.0% | -4.7% |
| 6M | +20.8% | +44.0% | -23.2% | +11.8% |
| YTD | +11.2% | +31.1% | -19.9% | +4.0% |
| 1Y | +11.7% | +37.8% | -26.2% | +2.1% |
| All | +20.4% | -23.3% | +43.7% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling