+6.2%
APD vs CBOE
+97.4%
-91.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.1% |
| 7D | -2.5% | -4.6% | +2.2% | -2.3% |
| 30D | -1.9% | +2.6% | -4.5% | -2.1% |
| 3M | +8.2% | +4.9% | +3.3% | +7.1% |
| 6M | +10.7% | -2.2% | +12.9% | +9.9% |
| YTD | +22.9% | +17.7% | +5.2% | +21.6% |
| 1Y | +5.8% | +26.1% | -20.3% | +4.6% |
| All | +6.2% | +97.4% | -91.1% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling