+7.5%
APP vs CHYM
-22.0%
+29.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.6% | +2.3% | +3.5% |
| 7D | +4.6% | +7.1% | -2.5% | +2.9% |
| 30D | +56.0% | +15.7% | +40.3% | +51.2% |
| 3M | +30.8% | +4.3% | +26.6% | +29.0% |
| 6M | -9.8% | +92.9% | -102.7% | -26.9% |
| YTD | -39.3% | +33.3% | -72.6% | -46.8% |
| 1Y | -26.4% | +74.8% | -101.3% | -39.1% |
| All | +7.5% | -22.0% | +29.5% | +4.2% |
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 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