+853.3%
APO vs GME
+475.1%
+378.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.7% |
| 7D | +5.8% | +2.9% | +2.8% | +5.6% |
| 30D | +8.9% | -4.8% | +13.7% | +9.1% |
| 3M | -13.6% | +39.2% | -52.8% | -14.8% |
| 6M | -5.4% | +17.1% | -22.5% | -6.1% |
| YTD | -13.6% | +28.7% | -42.4% | -14.7% |
| 1Y | -2.5% | +23.3% | -25.8% | -3.6% |
| 3Y | +50.9% | +112.9% | -62.1% | +39.0% |
| 5Y | +81.4% | -48.8% | +130.2% | +72.7% |
| All | +853.3% | +475.1% | +378.3% | +389.6% |
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