-26.3%
APH vs CBOE
+29.2%
-55.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.6% | -47.2% | -47.9% |
| 7D | -48.7% | -4.7% | -44.0% | -49.2% |
| 30D | -51.9% | +5.1% | -57.0% | -51.5% |
| 3M | -43.6% | +4.6% | -48.2% | -43.0% |
| 6M | -37.5% | -0.3% | -37.3% | -36.7% |
| YTD | -38.6% | +19.8% | -58.4% | -35.6% |
| 1Y | -26.3% | +28.4% | -54.7% | -20.5% |
| All | -26.3% | +29.2% | -55.5% | -20.5% |
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