-12.9%
CHYM vs AFRM
+15.9%
-28.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.1% |
| 7D | +2.1% | +3.1% | -1.0% | +0.3% |
| 30D | +11.0% | -4.2% | +15.2% | +13.3% |
| 3M | +83.9% | +10.1% | +73.8% | +72.0% |
| 6M | +45.3% | +39.4% | +5.9% | +16.7% |
| YTD | +28.4% | -3.2% | +31.5% | +23.6% |
| 1Y | +32.2% | -16.1% | +48.3% | +33.4% |
| All | -12.9% | +15.9% | -28.8% | -23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling