+10.9%
AXP vs CHYM
-21.5%
+32.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.1% | +1.7% | -3.8% | -2.4% |
| 30D | -6.5% | +30.2% | -36.8% | -10.5% |
| 3M | +4.6% | +85.9% | -81.3% | -5.8% |
| 6M | +5.4% | +49.9% | -44.5% | -2.4% |
| YTD | -11.1% | +34.1% | -45.2% | -16.9% |
| 1Y | -0.3% | +37.0% | -37.3% | -8.1% |
| All | +10.9% | -21.5% | +32.4% | +3.2% |
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