-12.0%
CHYM vs AVTR
+10.8%
-22.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -2.9% | -2.0% | -0.9% | -2.4% |
| 30D | +3.0% | +8.1% | -5.1% | +0.2% |
| 3M | +98.7% | +54.2% | +44.5% | +67.6% |
| 6M | +46.4% | +82.6% | -36.1% | +16.0% |
| YTD | +29.8% | +29.8% | 0.0% | +13.3% |
| 1Y | +40.5% | +18.0% | +22.5% | +23.0% |
| All | -12.0% | +10.8% | -22.8% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling