+179.9%
APTV vs CBOE
+1,262.3%
-1,082.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.9% | -4.1% |
| 7D | +2.0% | -4.6% | +6.6% | +3.4% |
| 30D | -7.7% | +2.6% | -10.3% | -8.6% |
| 3M | -34.0% | +4.9% | -38.9% | -35.5% |
| 6M | -37.1% | -2.2% | -34.9% | -38.2% |
| YTD | -39.9% | +17.7% | -57.6% | -44.9% |
| 1Y | -44.4% | +26.1% | -70.5% | -50.5% |
| 3Y | -54.5% | +97.1% | -151.6% | -67.8% |
| 5Y | -69.1% | +149.2% | -218.3% | -80.6% |
| 10Y | -20.0% | +385.1% | -405.1% | -62.4% |
| All | +179.9% | +1,262.3% | -1,082.4% | -21.8% |
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