-17.4%
APP vs CHYM
-24.0%
+6.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.4% | +8.5% | +4.2% |
| 7D | +0.3% | -2.9% | +3.2% | +0.7% |
| 30D | -1.3% | +3.0% | -4.3% | -2.1% |
| 3M | -36.2% | +98.7% | -134.9% | -48.8% |
| 6M | -34.1% | +46.4% | -80.6% | -42.5% |
| YTD | -53.3% | +29.8% | -83.1% | -58.8% |
| 1Y | -44.5% | +40.5% | -85.0% | -51.6% |
| All | -17.4% | -24.0% | +6.7% | -19.2% |
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