-11.1%
CHYM vs AMDL
+821.2%
-832.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | +0.6% |
| 7D | -2.3% | +15.9% | -18.2% | -3.6% |
| 30D | +4.4% | +10.5% | -6.0% | +3.1% |
| 3M | +91.3% | -4.7% | +96.0% | +86.9% |
| 6M | +44.0% | +355.2% | -311.2% | +13.3% |
| YTD | +31.1% | +270.9% | -239.8% | +2.7% |
| 1Y | +37.8% | +499.5% | -461.6% | +0.4% |
| All | -11.1% | +821.2% | -832.3% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling