-9.0%
CHYM vs AMDL
+694.7%
-703.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -8.9% | -0.5% |
| 7D | +1.7% | +4.5% | -2.9% | +1.2% |
| 30D | +30.2% | -4.4% | +34.6% | +30.4% |
| 3M | +85.9% | -30.5% | +116.4% | +86.8% |
| 6M | +49.9% | +300.9% | -251.0% | +19.2% |
| YTD | +34.1% | +219.9% | -185.8% | +6.5% |
| 1Y | +37.0% | +374.7% | -337.7% | +2.5% |
| All | -9.0% | +694.7% | -703.8% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling