+597.5%
APD vs CBOE
+1,045.3%
-447.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -2.2% | -3.6% | +1.4% | -1.4% |
| 30D | +2.1% | +5.1% | -3.0% | +0.6% |
| 3M | +7.2% | +4.6% | +2.6% | +5.2% |
| 6M | +11.2% | -0.3% | +11.5% | +9.8% |
| YTD | +24.4% | +19.8% | +4.6% | +16.9% |
| 1Y | +6.7% | +28.4% | -21.7% | -1.8% |
| 3Y | +9.2% | +104.1% | -94.9% | -13.3% |
| 5Y | +27.4% | +150.9% | -123.5% | -5.8% |
| 10Y | +164.8% | +393.5% | -228.7% | +56.9% |
| All | +597.5% | +1,045.3% | -447.8% | +191.2% |
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 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