-6.9%
CHYM vs ALLY
+17.1%
-24.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.1% | +8.0% | +7.8% |
| 7D | +3.4% | -1.9% | +5.4% | +5.1% |
| 30D | +12.0% | -4.5% | +16.5% | +16.5% |
| 3M | +102.4% | -2.8% | +105.2% | +106.9% |
| 6M | +52.7% | +10.3% | +42.4% | +39.1% |
| YTD | +37.3% | -5.7% | +43.0% | +43.7% |
| 1Y | +42.2% | +3.9% | +38.2% | +35.3% |
| All | -6.9% | +17.1% | -24.0% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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