-45.6%
APTV vs CBOE
+20.5%
-66.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.7% |
| 7D | -5.0% | -5.8% | +0.8% | -5.8% |
| 30D | -6.1% | -3.1% | -2.9% | -6.3% |
| 3M | -33.0% | -4.8% | -28.2% | -34.1% |
| 6M | -35.2% | -0.6% | -34.7% | -37.2% |
| YTD | -40.1% | +12.8% | -52.9% | -40.3% |
| 1Y | -45.6% | +19.8% | -65.4% | -43.4% |
| All | -45.6% | +20.5% | -66.1% | -43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling