+107.2%
APA vs GME
+15.0%
+92.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.6% | -10.5% | -6.4% |
| 7D | -13.0% | +7.8% | -20.7% | -12.2% |
| 30D | +2.0% | -0.4% | +2.4% | +1.9% |
| 3M | +24.9% | +30.9% | -6.0% | +28.6% |
| 6M | +7.2% | +5.5% | +1.7% | +7.8% |
| YTD | +87.1% | +25.2% | +61.9% | +87.9% |
| 1Y | +107.2% | +14.4% | +92.8% | +110.1% |
| All | +107.2% | +15.0% | +92.2% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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