-11.1%
CHYM vs APTV
-34.0%
+22.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -2.3% | -5.0% | +2.8% | -0.8% |
| 30D | +4.4% | -6.1% | +10.5% | +6.2% |
| 3M | +91.3% | -33.0% | +124.3% | +118.7% |
| 6M | +44.0% | -35.2% | +79.2% | +64.3% |
| YTD | +31.1% | -40.1% | +71.3% | +54.4% |
| 1Y | +37.8% | -45.6% | +83.4% | +72.0% |
| All | -11.1% | -34.0% | +22.9% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 5y: compounded portfolio wealth divided by compounded APTV 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…
5y analysis · Full analysis span regression · 6 months rolling