-11.1%
CHYM vs AME
+36.3%
-47.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.2% | -0.7% |
| 7D | -2.3% | +1.7% | -4.0% | -3.2% |
| 30D | +4.4% | -6.4% | +10.9% | +8.1% |
| 3M | +91.3% | +7.1% | +84.2% | +80.5% |
| 6M | +44.0% | +8.2% | +35.8% | +34.7% |
| YTD | +31.1% | +18.2% | +12.9% | +14.9% |
| 1Y | +37.8% | +26.7% | +11.1% | +16.5% |
| All | -11.1% | +36.3% | -47.4% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 5y: compounded portfolio wealth divided by compounded AME 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…
5y analysis · Full analysis span regression · 6 months rolling