-12.0%
CHYM vs APD
+8.1%
-20.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.4% |
| 7D | -2.9% | -3.5% | +0.6% | -2.6% |
| 30D | +3.0% | -5.1% | +8.0% | +3.4% |
| 3M | +98.7% | +6.9% | +91.9% | +98.3% |
| 6M | +46.4% | +8.1% | +38.4% | +45.0% |
| YTD | +29.8% | +21.2% | +8.6% | +22.9% |
| 1Y | +40.5% | +4.9% | +35.6% | +46.6% |
| All | -12.0% | +8.1% | -20.0% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling