-9.6%
CHYM vs AVAV
-37.4%
+27.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +2.1% |
| 7D | +7.1% | +4.2% | +2.9% | +6.1% |
| 30D | +15.7% | -2.6% | +18.2% | +15.5% |
| 3M | +4.3% | -38.0% | +42.2% | +13.6% |
| 6M | +92.9% | -27.0% | +119.9% | +99.6% |
| YTD | +33.3% | -51.4% | +84.7% | +44.7% |
| 1Y | +74.8% | -60.2% | +135.1% | +99.2% |
| All | -9.6% | -37.4% | +27.8% | -12.1% |
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