-12.0%
CHYM vs ADM
+86.6%
-98.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.9% | -5.4% |
| 7D | -2.9% | +3.0% | -5.9% | -2.3% |
| 30D | +3.0% | +8.7% | -5.7% | +4.9% |
| 3M | +98.7% | +7.6% | +91.1% | +101.9% |
| 6M | +46.4% | +26.9% | +19.6% | +54.5% |
| YTD | +29.8% | +54.3% | -24.5% | +39.9% |
| 1Y | +40.5% | +45.7% | -5.2% | +51.0% |
| All | -12.0% | +86.6% | -98.5% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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