+3,075.9%
APH vs CBOE
+1,256.0%
+1,819.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.1% | +4.1% |
| 7D | -5.9% | +5.3% | -11.2% | -7.1% |
| 30D | -14.8% | +25.5% | -40.3% | -19.4% |
| 3M | -12.4% | +22.5% | -34.9% | -16.9% |
| 6M | +8.1% | +2.6% | +5.5% | +6.0% |
| YTD | +10.9% | +41.8% | -30.8% | -0.9% |
| 1Y | +8.8% | +40.9% | -32.1% | -2.7% |
| 3Y | +262.1% | +108.7% | +153.3% | +179.8% |
| 5Y | +283.1% | +181.4% | +101.7% | +164.5% |
| 10Y | +908.1% | +531.6% | +376.5% | +410.3% |
| All | +3,075.9% | +1,256.0% | +1,819.9% | +945.8% |
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