+506.6%
APP vs CBOE
+284.7%
+221.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.4% | -6.9% | -3.6% |
| 7D | +61.1% | +6.0% | +55.1% | +61.0% |
| 30D | +42.8% | +19.9% | +22.8% | +42.6% |
| 3M | +16.7% | +28.4% | -11.7% | +16.3% |
| 6M | -15.6% | +5.2% | -20.8% | -14.5% |
| YTD | -41.3% | +46.4% | -87.7% | -43.5% |
| 1Y | -39.3% | +41.8% | -81.1% | -41.3% |
| 3Y | +803.2% | +114.4% | +688.8% | +636.7% |
| 5Y | +313.2% | +202.9% | +110.2% | +155.7% |
| All | +506.6% | +284.7% | +221.9% | +277.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling