+1,278.0%
AAPL vs CBOE
+368.5%
+909.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +4.0% | +2.1% |
| 7D | +3.8% | -5.8% | +9.7% | +4.9% |
| 30D | +9.9% | -3.1% | +13.1% | +10.4% |
| 3M | +12.5% | -4.8% | +17.2% | +12.9% |
| 6M | +27.6% | -0.6% | +28.2% | +26.4% |
| YTD | +22.6% | +12.8% | +9.8% | +18.1% |
| 1Y | +45.0% | +19.8% | +25.2% | +37.7% |
| 3Y | +87.8% | +86.9% | +0.8% | +57.0% |
| 5Y | +128.7% | +136.5% | -7.9% | +77.3% |
| All | +1,278.0% | +368.5% | +909.5% | +924.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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