-19.8%
APP vs CHYM
-19.7%
-0.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.9% | -9.2% | -3.6% |
| 7D | -4.4% | +3.4% | -7.8% | -5.1% |
| 30D | -10.0% | +12.0% | -22.0% | -12.2% |
| 3M | -41.4% | +102.4% | -143.8% | -52.9% |
| 6M | -41.0% | +52.7% | -93.7% | -48.8% |
| YTD | -54.7% | +37.3% | -92.0% | -60.4% |
| 1Y | -45.3% | +42.2% | -87.5% | -52.2% |
| All | -19.8% | -19.7% | -0.2% | -22.4% |
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