+9.8%
CHYM vs AMRZ
-20.3%
+30.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -4.9% |
| 7D | -2.9% | -8.1% | +5.2% | +0.5% |
| 30D | +3.0% | -14.8% | +17.8% | +9.9% |
| 3M | +98.7% | -19.7% | +118.5% | +115.8% |
| 6M | +46.4% | -30.8% | +77.2% | +68.1% |
| YTD | +29.8% | -24.3% | +54.1% | +45.3% |
| 1Y | +40.5% | -24.0% | +64.5% | +51.1% |
| All | +9.8% | -20.3% | +30.1% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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