+10.9%
AXP vs CHYM
-24.9%
+35.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.6% |
| 7D | +0.6% | +2.1% | -1.5% | +0.3% |
| 30D | -4.3% | +11.0% | -15.4% | -5.9% |
| 3M | +4.7% | +83.9% | -79.2% | -5.7% |
| 6M | +9.0% | +45.3% | -36.4% | +1.4% |
| YTD | -11.1% | +28.4% | -39.5% | -16.4% |
| 1Y | +1.3% | +32.2% | -30.9% | -6.1% |
| All | +10.9% | -24.9% | +35.7% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling