-11.1%
CHYM vs AVTR
+10.3%
-21.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -2.3% | -1.1% | -1.2% | -2.0% |
| 30D | +4.4% | +6.3% | -1.9% | +2.2% |
| 3M | +91.3% | +53.3% | +38.0% | +61.6% |
| 6M | +44.0% | +78.6% | -34.7% | +14.8% |
| YTD | +31.1% | +29.2% | +1.9% | +14.6% |
| 1Y | +37.8% | +13.8% | +24.0% | +21.8% |
| All | -11.1% | +10.3% | -21.4% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 3y: compounded portfolio wealth divided by compounded AVTR 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…
3y analysis · Full analysis span regression · 6 months rolling