+67.8%
CHYM vs APD
+36.4%
+31.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.9% | +4.0% | +6.0% |
| 7D | +3.7% | +3.8% | -0.1% | +4.0% |
| 30D | +5.6% | +14.1% | -8.5% | +6.7% |
| 3M | +19.7% | +8.2% | +11.5% | +20.7% |
| 6M | +35.3% | +7.5% | +27.7% | +37.3% |
| YTD | +18.7% | +31.7% | -13.0% | +20.8% |
| 1Y | +67.8% | +35.1% | +32.7% | +75.7% |
| All | +67.8% | +36.4% | +31.5% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling