-9.0%
CHYM vs AVAV
-23.0%
+14.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.7% |
| 7D | +1.7% | -2.2% | +3.9% | +2.2% |
| 30D | +30.2% | -13.9% | +44.2% | +34.0% |
| 3M | +85.9% | -29.2% | +115.1% | +98.6% |
| 6M | +49.9% | -36.1% | +86.0% | +61.5% |
| YTD | +34.1% | -40.2% | +74.3% | +41.2% |
| 1Y | +37.0% | -36.2% | +73.2% | +37.9% |
| All | -9.0% | -23.0% | +14.0% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling