-6.9%
CHYM vs ATI
+151.5%
-158.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.4% | +7.3% | +7.1% |
| 7D | +3.4% | +2.4% | +1.0% | +2.6% |
| 30D | +12.0% | -9.5% | +21.5% | +15.7% |
| 3M | +102.4% | +10.4% | +92.0% | +95.5% |
| 6M | +52.7% | +31.8% | +20.9% | +38.8% |
| YTD | +37.3% | +80.0% | -42.7% | +14.9% |
| 1Y | +42.2% | +175.8% | -133.6% | +11.1% |
| All | -6.9% | +151.5% | -158.4% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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