-26.3%
APH vs GME
-15.8%
-10.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +4.2% | -52.0% | -47.5% |
| 7D | -48.7% | +5.0% | -53.7% | -48.4% |
| 30D | -51.9% | +0.8% | -52.7% | -51.5% |
| 3M | -43.6% | -14.0% | -29.6% | -42.5% |
| 6M | -37.5% | -19.7% | -17.8% | -36.3% |
| YTD | -38.6% | -4.6% | -34.1% | -40.5% |
| 1Y | -26.3% | -14.3% | -12.0% | -26.2% |
| All | -26.3% | -15.8% | -10.5% | -26.2% |
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