+10.2%
AXP vs CHYM
-23.1%
+33.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | -2.9% | +10.7% | -13.6% | -4.4% |
| 30D | +3.7% | +8.6% | -4.9% | +2.3% |
| 3M | -4.9% | +4.3% | -9.2% | -5.8% |
| 6M | +4.1% | +81.5% | -77.4% | -6.4% |
| YTD | -11.7% | +31.4% | -43.1% | -17.5% |
| 1Y | -11.7% | +62.2% | -74.0% | -19.2% |
| All | +10.2% | -23.1% | +33.3% | +2.5% |
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