+951.3%
APH vs GME
+520.4%
+430.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.9% | +6.3% | +8.2% |
| 7D | +1.1% | +5.8% | -4.7% | +1.0% |
| 30D | -7.5% | -3.7% | -3.8% | -7.4% |
| 3M | -4.4% | +33.6% | -38.0% | -5.1% |
| 6M | +26.5% | +5.4% | +21.1% | +26.2% |
| YTD | +20.0% | +27.4% | -7.4% | +19.2% |
| 1Y | +16.9% | +19.0% | -2.2% | +16.2% |
| 3Y | +288.5% | +101.5% | +187.0% | +270.6% |
| 5Y | +310.3% | -50.5% | +360.7% | +297.6% |
| 10Y | +951.3% | +493.3% | +457.9% | +597.4% |
| All | +951.3% | +520.4% | +430.9% | +597.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling