+355.9%
APH vs CBOE
+149.4%
+206.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +5.0% | -3.6% | +8.6% | +4.9% |
| 30D | -3.9% | +5.1% | -9.0% | -3.8% |
| 3M | +13.0% | +4.6% | +8.4% | +13.0% |
| 6M | +25.2% | -0.3% | +25.4% | +25.0% |
| YTD | +22.9% | +19.8% | +3.2% | +21.2% |
| 1Y | +47.8% | +28.4% | +19.5% | +44.8% |
| 3Y | +283.0% | +104.1% | +178.9% | +223.4% |
| All | +355.9% | +149.4% | +206.5% | +239.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling