+1,804.4%
APO vs CBOE
+1,187.6%
+616.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.0% | -3.6% | +2.6% | -0.1% |
| 30D | +3.5% | +5.1% | -1.6% | +1.7% |
| 3M | +4.5% | +4.6% | -0.1% | +2.2% |
| 6M | +22.8% | -0.3% | +23.0% | +20.5% |
| YTD | -6.5% | +19.8% | -26.3% | -13.8% |
| 1Y | +0.8% | +28.4% | -27.5% | -9.3% |
| 3Y | +62.0% | +104.1% | -42.1% | +17.6% |
| 5Y | +138.2% | +150.9% | -12.7% | +57.8% |
| 10Y | +940.3% | +393.5% | +546.8% | +416.2% |
| All | +1,804.4% | +1,187.6% | +616.8% | +505.5% |
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 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