+285.2%
APH vs GME
-49.3%
+334.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | +4.9% | +2.9% | +2.0% | +4.7% |
| 30D | -5.4% | -4.8% | -0.6% | -5.2% |
| 3M | -5.5% | +39.2% | -44.7% | -7.0% |
| 6M | +25.9% | +17.1% | +8.8% | +24.7% |
| YTD | +16.4% | +28.7% | -12.4% | +14.5% |
| 1Y | +16.5% | +23.3% | -6.8% | +14.9% |
| 3Y | +270.9% | +112.9% | +157.9% | +222.9% |
| All | +285.2% | -49.3% | +334.5% | +251.9% |
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