-11.1%
CHYM vs AFL
+17.7%
-28.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -2.3% | -1.6% | -0.6% | -2.1% |
| 30D | +4.4% | -4.0% | +8.5% | +4.7% |
| 3M | +91.3% | -0.5% | +91.8% | +91.7% |
| 6M | +44.0% | +6.5% | +37.5% | +41.7% |
| YTD | +31.1% | +6.2% | +24.9% | +28.8% |
| 1Y | +37.8% | +8.3% | +29.6% | +34.6% |
| All | -11.1% | +17.7% | -28.8% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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