-12.0%
CHYM vs AVAV
-21.7%
+9.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.5% | -9.9% | -6.3% |
| 7D | -2.9% | -0.1% | -2.8% | -3.1% |
| 30D | +3.0% | -25.0% | +27.9% | +9.0% |
| 3M | +98.7% | -15.0% | +113.7% | +102.5% |
| 6M | +46.4% | -33.6% | +80.1% | +56.3% |
| YTD | +29.8% | -39.2% | +69.0% | +35.9% |
| 1Y | +40.5% | -40.5% | +80.9% | +45.5% |
| All | -12.0% | -21.7% | +9.7% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling