-16.3%
AXON vs CHYM
+88.3%
-104.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.6% |
| 7D | +0.8% | +7.1% | -6.3% | +0.5% |
| 30D | -22.8% | +15.7% | -38.5% | -23.5% |
| 3M | -48.8% | +4.3% | -53.0% | -48.8% |
| 6M | -16.3% | +92.9% | -109.2% | -31.3% |
| All | -16.3% | +88.3% | -104.6% | -31.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling