+107.2%
APA vs CBOE
+39.5%
+67.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.3% | -7.1% | -6.9% |
| 7D | -13.0% | +7.7% | -20.7% | -13.8% |
| 30D | +2.0% | +24.4% | -22.4% | -0.8% |
| 3M | +24.9% | +20.0% | +4.9% | +21.7% |
| 6M | +7.2% | +2.4% | +4.8% | +5.7% |
| YTD | +87.1% | +38.5% | +48.5% | +77.5% |
| 1Y | +107.2% | +39.0% | +68.2% | +97.4% |
| All | +107.2% | +39.5% | +67.7% | +97.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling