+124.8%
AAPL vs CBOE
+145.0%
-20.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +3.7% |
| 7D | -0.5% | -3.7% | +3.2% | -0.2% |
| 30D | +7.1% | +2.0% | +5.1% | +6.9% |
| 3M | +12.1% | -4.2% | +16.3% | +12.2% |
| 6M | +25.4% | +1.2% | +24.2% | +24.5% |
| YTD | +20.5% | +15.4% | +5.1% | +17.3% |
| 1Y | +44.5% | +23.5% | +21.0% | +39.2% |
| 3Y | +85.8% | +93.2% | -7.4% | +53.2% |
| 5Y | +124.8% | +142.0% | -17.2% | +60.3% |
| All | +124.8% | +145.0% | -20.2% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling