-6.9%
CHYM vs AME
+33.1%
-40.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.6% | +7.6% | +7.3% |
| 7D | +3.4% | +1.3% | +2.1% | +2.6% |
| 30D | +12.0% | -6.6% | +18.6% | +15.9% |
| 3M | +102.4% | +3.0% | +99.4% | +95.4% |
| 6M | +52.7% | +5.3% | +47.4% | +44.9% |
| YTD | +37.3% | +15.4% | +21.8% | +21.8% |
| 1Y | +42.2% | +26.8% | +15.4% | +19.1% |
| All | -6.9% | +33.1% | -40.0% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling