-9.0%
CHYM vs AMBA
+17.0%
-26.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +1.7% | -11.0% | +12.6% | +3.7% |
| 30D | +30.2% | -23.2% | +53.4% | +36.0% |
| 3M | +85.9% | -12.7% | +98.6% | +85.9% |
| 6M | +49.9% | +11.2% | +38.7% | +35.6% |
| YTD | +34.1% | -11.2% | +45.4% | +27.5% |
| 1Y | +37.0% | -22.5% | +59.6% | +32.7% |
| All | -9.0% | +17.0% | -26.1% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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