-15.8%
APP vs CHYM
-21.5%
+5.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | +0.9% | +1.7% | -0.8% | +0.5% |
| 30D | -23.3% | +30.2% | -53.5% | -28.9% |
| 3M | -42.6% | +85.9% | -128.5% | -52.7% |
| 6M | -33.6% | +49.9% | -83.5% | -42.1% |
| YTD | -52.4% | +34.1% | -86.6% | -58.2% |
| 1Y | -35.9% | +37.0% | -72.9% | -43.4% |
| All | -15.8% | -21.5% | +5.7% | -18.1% |
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 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