-68.8%
APTV vs CBOE
+145.0%
-213.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.7% |
| 7D | -1.8% | -3.7% | +1.9% | -1.7% |
| 30D | -7.9% | +2.0% | -9.9% | -7.9% |
| 3M | -29.9% | -4.2% | -25.7% | -30.0% |
| 6M | -36.6% | +1.2% | -37.8% | -37.5% |
| YTD | -40.0% | +15.4% | -55.3% | -41.6% |
| 1Y | -44.0% | +23.5% | -67.5% | -46.0% |
| 3Y | -54.5% | +93.2% | -147.7% | -63.4% |
| 5Y | -68.8% | +142.0% | -210.8% | -78.5% |
| All | -68.8% | +145.0% | -213.8% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling