-38.6%
APA vs CBOE
+1,025.9%
-1,064.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.3% |
| 7D | -1.7% | -4.6% | +3.0% | -0.4% |
| 30D | +15.7% | +2.6% | +13.1% | +14.5% |
| 3M | +16.5% | +4.9% | +11.5% | +14.2% |
| 6M | +35.1% | -2.2% | +37.3% | +34.1% |
| YTD | +82.2% | +17.7% | +64.5% | +70.6% |
| 1Y | +102.5% | +26.1% | +76.4% | +85.3% |
| 3Y | +10.3% | +97.1% | -86.8% | -16.2% |
| 5Y | +166.1% | +149.2% | +16.9% | +84.4% |
| 10Y | -4.9% | +385.1% | -390.0% | -46.1% |
| All | -38.6% | +1,025.9% | -1,064.5% | -76.9% |
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