+15.2%
APD vs CBOE
+204.4%
-189.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.8% |
| 7D | -1.2% | +6.9% | -8.1% | -2.1% |
| 30D | +11.0% | +24.1% | -13.1% | +7.5% |
| 3M | +2.6% | +30.9% | -28.4% | -1.7% |
| 6M | +4.8% | +5.9% | -1.0% | +3.3% |
| YTD | +31.0% | +48.2% | -17.2% | +21.1% |
| 1Y | +23.4% | +43.5% | -20.1% | +14.7% |
| 3Y | +28.4% | +117.0% | -88.7% | +5.9% |
| 5Y | +15.2% | +203.4% | -188.2% | -18.8% |
| All | +15.2% | +204.4% | -189.2% | -18.8% |
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