+95.5%
APA vs GME
+19.3%
+76.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.6% |
| 7D | +5.1% | +1.6% | +3.4% | +5.2% |
| 30D | +0.3% | -6.2% | +6.5% | -0.2% |
| 3M | +15.6% | +35.8% | -20.1% | +18.6% |
| 6M | +28.9% | +10.3% | +18.6% | +29.9% |
| YTD | +96.6% | +27.2% | +69.3% | +91.9% |
| 1Y | +95.5% | +19.1% | +76.4% | +93.6% |
| All | +95.5% | +19.3% | +76.2% | +93.6% |
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