+114.2%
APA vs GME
-13.9%
+128.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.3% | -2.3% | +2.9% |
| 7D | +0.3% | +4.8% | -4.5% | +0.3% |
| 30D | +9.3% | +5.9% | +3.5% | +9.3% |
| 3M | +23.3% | -10.7% | +34.1% | +23.3% |
| 6M | +39.5% | -19.8% | +59.3% | +39.6% |
| YTD | +87.6% | -0.9% | +88.6% | +77.2% |
| 1Y | +114.2% | -15.7% | +129.9% | +114.9% |
| All | +114.2% | -13.9% | +128.1% | +114.9% |
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