-46.5%
APLD vs GME
+15.0%
-61.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.6% | -10.3% | -6.9% |
| 7D | -18.5% | +7.8% | -26.3% | -18.9% |
| 30D | -32.8% | -0.4% | -32.4% | -32.3% |
| 3M | -46.9% | +30.9% | -77.8% | -47.2% |
| 6M | -53.4% | +5.5% | -58.8% | -52.4% |
| YTD | -32.3% | +25.2% | -57.5% | -38.2% |
| 1Y | -46.5% | +14.4% | -60.9% | -49.4% |
| All | -46.5% | +15.0% | -61.5% | -49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling