+1,041.3%
APH vs GME
+237.1%
+804.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.2% |
| 7D | +0.2% | +0.4% | -0.2% | +0.2% |
| 30D | -3.3% | -1.4% | -1.9% | -3.3% |
| 3M | +14.0% | -15.1% | +29.2% | +14.5% |
| 6M | +24.4% | -22.5% | +46.9% | +25.1% |
| YTD | +21.4% | -5.9% | +27.3% | +21.4% |
| 1Y | +48.9% | -18.6% | +67.6% | +49.5% |
| 3Y | +290.1% | +6.7% | +283.4% | +277.8% |
| 5Y | +352.8% | -62.0% | +414.8% | +341.7% |
| 10Y | +1,041.3% | +239.5% | +801.8% | +705.1% |
| All | +1,041.3% | +237.1% | +804.1% | +705.1% |
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