+18.1%
AMZN vs CHYM
-24.0%
+42.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | +0.6% |
| 7D | -2.7% | -2.9% | +0.2% | -2.4% |
| 30D | -7.5% | +3.0% | -10.4% | -8.0% |
| 3M | +5.8% | +98.7% | -92.9% | -5.7% |
| 6M | +17.5% | +46.4% | -28.9% | +8.6% |
| YTD | +9.1% | +29.8% | -20.7% | +2.1% |
| 1Y | +9.4% | +40.5% | -31.1% | -0.2% |
| All | +18.1% | -24.0% | +42.1% | +13.0% |
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