+244.7%
APLD vs GME
-29.0%
+273.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.9% | +5.7% | +7.1% |
| 7D | +3.1% | +5.8% | -2.7% | +1.9% |
| 30D | -29.4% | -3.7% | -25.7% | -28.7% |
| 3M | -42.8% | +33.6% | -76.3% | -46.5% |
| 6M | -59.5% | +5.4% | -64.9% | -60.3% |
| YTD | -31.8% | +27.4% | -59.3% | -36.6% |
| 1Y | -46.0% | +19.0% | -65.1% | -49.0% |
| 3Y | +252.0% | +101.5% | +150.5% | +102.9% |
| All | +244.7% | -29.0% | +273.7% | +186.4% |
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 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