-12.0%
CHYM vs AFRM
+9.3%
-21.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | -2.9% | -8.5% | +5.6% | +1.6% |
| 30D | +3.0% | -11.4% | +14.3% | +9.3% |
| 3M | +98.7% | +8.2% | +90.5% | +86.8% |
| 6M | +46.4% | +36.6% | +9.8% | +18.5% |
| YTD | +29.8% | -8.7% | +38.4% | +28.7% |
| 1Y | +40.5% | -19.9% | +60.3% | +45.0% |
| All | -12.0% | +9.3% | -21.3% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling