+167.3%
APD vs CBOE
+368.5%
-201.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.2% |
| 7D | -3.3% | -5.8% | +2.5% | -1.9% |
| 30D | -4.2% | -3.1% | -1.0% | -3.6% |
| 3M | +5.4% | -4.8% | +10.2% | +5.9% |
| 6M | +6.3% | -0.6% | +6.8% | +4.9% |
| YTD | +20.3% | +12.8% | +7.5% | +14.8% |
| 1Y | +1.6% | +19.8% | -18.2% | -4.8% |
| 3Y | +4.0% | +86.9% | -82.9% | -15.8% |
| 5Y | +23.3% | +136.5% | -113.2% | -8.2% |
| All | +167.3% | +368.5% | -201.3% | +69.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling