-11.1%
CHYM vs AMCR
-0.2%
-10.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.4% |
| 7D | -2.3% | -6.3% | +4.0% | -0.6% |
| 30D | +4.4% | -7.8% | +12.2% | +6.6% |
| 3M | +91.3% | +7.5% | +83.8% | +86.6% |
| 6M | +44.0% | +2.7% | +41.3% | +40.2% |
| YTD | +31.1% | +6.0% | +25.1% | +24.3% |
| 1Y | +37.8% | +7.8% | +30.1% | +29.8% |
| All | -11.1% | -0.2% | -10.8% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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