+12.4%
APD vs GME
+79.6%
-67.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.4% | -1.5% |
| 7D | -3.7% | +3.7% | -7.3% | -3.7% |
| 30D | +9.6% | +2.2% | +7.4% | +9.6% |
| 3M | +1.6% | +30.6% | -29.0% | +1.4% |
| 6M | +2.2% | -0.2% | +2.4% | +2.1% |
| YTD | +25.9% | +25.1% | +0.8% | +25.6% |
| 1Y | +20.1% | +17.7% | +2.5% | +19.9% |
| 3Y | +12.4% | +85.7% | -73.3% | +7.3% |
| All | +12.4% | +79.6% | -67.2% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling