-18.4%
APTV vs CBOE
+368.5%
-386.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.3% |
| 7D | -5.0% | -5.8% | +0.8% | -3.4% |
| 30D | -6.1% | -3.1% | -2.9% | -5.4% |
| 3M | -33.0% | -4.8% | -28.2% | -32.4% |
| 6M | -35.2% | -0.6% | -34.7% | -36.9% |
| YTD | -40.1% | +12.8% | -52.9% | -44.5% |
| 1Y | -45.6% | +19.8% | -65.4% | -50.8% |
| 3Y | -54.4% | +86.9% | -141.3% | -67.6% |
| 5Y | -68.9% | +136.5% | -205.4% | -80.8% |
| All | -18.4% | +368.5% | -386.9% | -56.9% |
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