+916.7%
APO vs GME
+285.6%
+631.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.7% |
| 7D | -3.5% | +10.4% | -13.9% | -3.9% |
| 30D | -6.6% | +14.1% | -20.6% | -7.1% |
| 3M | -3.3% | -4.6% | +1.4% | -3.2% |
| 6M | +22.6% | -13.5% | +36.1% | +23.1% |
| YTD | -9.8% | +5.3% | -15.1% | -10.2% |
| 1Y | -3.9% | -14.9% | +11.0% | -3.5% |
| 3Y | +52.5% | +24.3% | +28.2% | +43.6% |
| 5Y | +134.0% | -55.6% | +189.6% | +124.2% |
| All | +916.7% | +285.6% | +631.1% | +453.9% |
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