+291.1%
APH vs CBOE
+103.4%
+187.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +5.0% | -3.6% | +8.6% | +4.1% |
| 30D | -3.9% | +5.1% | -9.0% | -2.7% |
| 3M | +13.0% | +4.6% | +8.4% | +14.6% |
| 6M | +25.2% | -0.3% | +25.4% | +26.5% |
| YTD | +22.9% | +19.8% | +3.2% | +30.5% |
| 1Y | +47.8% | +28.4% | +19.5% | +60.3% |
| All | +291.1% | +103.4% | +187.7% | +337.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling