+636.9%
APD vs CBOE
+1,316.0%
-679.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.2% | +4.5% | -2.3% | +1.1% |
| 30D | +9.4% | +26.2% | -16.8% | +3.2% |
| 3M | +4.7% | +27.1% | -22.5% | -1.8% |
| 6M | +5.5% | +4.2% | +1.3% | +3.2% |
| YTD | +31.4% | +48.0% | -16.6% | +16.8% |
| 1Y | +24.1% | +42.4% | -18.3% | +11.4% |
| 3Y | +28.8% | +116.8% | -88.1% | +1.2% |
| 5Y | +15.8% | +199.0% | -183.3% | -18.0% |
| 10Y | +191.6% | +515.4% | -323.8% | +63.3% |
| All | +636.9% | +1,316.0% | -679.1% | +191.1% |
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