-12.9%
CHYM vs ADM
+81.4%
-94.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | +2.1% | -0.1% | +2.1% | +2.0% |
| 30D | +11.0% | +11.0% | 0.0% | +13.7% |
| 3M | +83.9% | +6.0% | +77.9% | +86.3% |
| 6M | +45.3% | +26.9% | +18.4% | +53.0% |
| YTD | +28.4% | +50.0% | -21.6% | +37.5% |
| 1Y | +32.2% | +39.6% | -7.4% | +41.5% |
| All | -12.9% | +81.4% | -94.3% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling