+355.9%
APH vs GME
-62.8%
+418.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | +5.0% | +7.2% | -2.3% | +4.6% |
| 30D | -3.9% | +0.8% | -4.7% | -3.9% |
| 3M | +13.0% | -14.0% | +26.9% | +13.7% |
| 6M | +25.2% | -19.7% | +44.9% | +26.3% |
| YTD | +22.9% | -4.6% | +27.5% | +22.9% |
| 1Y | +47.8% | -14.3% | +62.2% | +48.5% |
| 3Y | +283.0% | +4.0% | +279.0% | +251.2% |
| All | +355.9% | -62.8% | +418.8% | +327.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling