-36.8%
AXON vs CHYM
-19.7%
-17.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.9% | -10.0% | -4.5% |
| 7D | -3.3% | +3.4% | -6.8% | -4.1% |
| 30D | -17.8% | +12.0% | -29.8% | -19.7% |
| 3M | +8.3% | +102.4% | -94.1% | -10.6% |
| 6M | -12.4% | +52.7% | -65.0% | -23.1% |
| YTD | -13.7% | +37.3% | -51.0% | -23.4% |
| 1Y | -33.1% | +42.2% | -75.2% | -40.9% |
| All | -36.8% | -19.7% | -17.1% | -41.3% |
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 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