+3,959.9%
AAPL vs CBOE
+1,020.3%
+2,939.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -3.0% | -0.8% | -2.2% | -2.8% |
| 30D | +2.3% | +2.7% | -0.4% | +1.6% |
| 3M | +8.6% | +0.7% | +7.9% | +7.8% |
| 6M | +21.6% | -2.0% | +23.5% | +20.7% |
| YTD | +16.3% | +17.1% | -0.8% | +10.9% |
| 1Y | +35.1% | +26.5% | +8.6% | +26.4% |
| 3Y | +79.4% | +96.1% | -16.8% | +48.0% |
| 5Y | +109.8% | +149.3% | -39.5% | +61.2% |
| 10Y | +1,237.1% | +386.5% | +850.6% | +745.4% |
| All | +3,959.9% | +1,020.3% | +2,939.6% | +1,772.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling