+6,540.5%
APH vs GME
+1,082.6%
+5,457.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +4.2% | -52.0% | -48.1% |
| 7D | -48.7% | +5.0% | -53.7% | -49.0% |
| 30D | -51.9% | +0.8% | -52.7% | -52.1% |
| 3M | -43.6% | -14.0% | -29.6% | -43.2% |
| 6M | -37.5% | -19.7% | -17.8% | -37.0% |
| YTD | -38.6% | -4.6% | -34.1% | -38.8% |
| 1Y | -26.3% | -14.3% | -12.0% | -26.1% |
| 3Y | +89.2% | +4.0% | +85.2% | +72.4% |
| 5Y | +119.8% | -62.2% | +182.0% | +105.4% |
| 10Y | +454.3% | +241.4% | +212.9% | +129.9% |
| All | +6,540.5% | +1,082.6% | +5,457.9% | +1,796.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling