-6.9%
CHYM vs AMC
-24.1%
+17.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -3.9% | +10.8% | +7.6% |
| 7D | +3.4% | -6.8% | +10.2% | +4.5% |
| 30D | +12.0% | +1.7% | +10.3% | +11.5% |
| 3M | +102.4% | +26.8% | +75.6% | +85.6% |
| 6M | +52.7% | +117.7% | -65.0% | +21.2% |
| YTD | +37.3% | +57.7% | -20.4% | +15.4% |
| 1Y | +42.2% | -12.5% | +54.6% | +30.9% |
| All | -6.9% | -24.1% | +17.2% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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