-38.2%
AXON vs CHYM
-23.3%
-14.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -7.0% | -2.3% | -4.8% | -6.7% |
| 30D | -20.1% | +4.4% | -24.5% | -20.8% |
| 3M | +7.4% | +91.3% | -83.9% | -10.2% |
| 6M | -7.4% | +44.0% | -51.4% | -17.7% |
| YTD | -15.6% | +31.1% | -46.7% | -24.3% |
| 1Y | -36.2% | +37.8% | -74.0% | -43.2% |
| All | -38.2% | -23.3% | -14.9% | -42.0% |
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 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