+16.4%
APH vs CBOE
+39.5%
-23.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.3% | -6.4% | -6.1% |
| 7D | -2.4% | +7.7% | -10.1% | -0.7% |
| 30D | -9.5% | +24.4% | -33.9% | -5.5% |
| 3M | -7.6% | +20.0% | -27.6% | -3.7% |
| 6M | +12.4% | +2.4% | +10.0% | +13.3% |
| YTD | +17.5% | +38.5% | -21.0% | +26.9% |
| 1Y | +16.4% | +39.0% | -22.6% | +25.7% |
| All | +16.4% | +39.5% | -23.1% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling