-6.9%
CHYM vs APA
+143.5%
-150.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.0% | +4.0% | +7.2% |
| 7D | +3.4% | +0.3% | +3.1% | +3.4% |
| 30D | +12.0% | +9.3% | +2.7% | +13.0% |
| 3M | +102.4% | +23.3% | +79.1% | +107.2% |
| 6M | +52.7% | +39.5% | +13.2% | +55.3% |
| YTD | +37.3% | +87.6% | -50.3% | +41.4% |
| 1Y | +42.2% | +114.2% | -72.1% | +51.4% |
| All | -6.9% | +143.5% | -150.4% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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