+483.7%
APLD vs GME
-47.6%
+531.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.4% | +8.8% | +7.7% |
| 7D | +16.6% | +0.4% | +16.1% | +16.4% |
| 30D | -3.1% | -1.4% | -1.7% | -2.8% |
| 3M | -30.9% | -15.1% | -15.7% | -28.6% |
| 6M | +12.6% | -22.5% | +35.1% | +18.1% |
| YTD | +15.5% | -5.9% | +21.4% | +15.2% |
| 1Y | +103.5% | -18.6% | +122.2% | +110.1% |
| 3Y | +446.5% | +6.7% | +439.9% | +287.0% |
| All | +483.7% | -47.6% | +531.3% | +420.1% |
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