+175.6%
APA vs CBOE
+146.7%
+28.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.0% |
| 7D | +0.3% | -0.8% | +1.1% | +0.4% |
| 30D | +9.3% | +2.7% | +6.6% | +8.7% |
| 3M | +23.3% | +0.7% | +22.6% | +22.8% |
| 6M | +39.5% | -2.0% | +41.5% | +38.9% |
| YTD | +87.6% | +17.1% | +70.5% | +81.4% |
| 1Y | +114.2% | +26.5% | +87.7% | +104.4% |
| 3Y | +13.6% | +96.1% | -82.6% | -11.7% |
| 5Y | +175.6% | +149.3% | +26.3% | +88.6% |
| All | +175.6% | +146.7% | +28.9% | +88.6% |
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