+192.3%
APA vs GME
+1,481.4%
-1,289.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +9.6% | +6.0% | +3.6% | +9.2% |
| 30D | -0.2% | -5.9% | +5.7% | +0.1% |
| 3M | +19.8% | +38.2% | -18.3% | +16.9% |
| 6M | +30.1% | +14.5% | +15.5% | +28.4% |
| YTD | +100.4% | +27.6% | +72.8% | +95.6% |
| 1Y | +105.2% | +19.9% | +85.3% | +101.1% |
| 3Y | +44.6% | +104.3% | -59.7% | +23.0% |
| 5Y | +88.8% | -49.3% | +138.1% | +71.0% |
| 10Y | +6.6% | +473.0% | -466.4% | -63.8% |
| All | +192.3% | +1,481.4% | -1,289.0% | -19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling