+837.0%
APO vs GME
+470.0%
+367.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +3.5% | +6.0% | -2.5% | +3.2% |
| 30D | +4.4% | -5.9% | +10.2% | +4.6% |
| 3M | -12.1% | +38.2% | -50.3% | -13.3% |
| 6M | -7.2% | +14.5% | -21.8% | -7.9% |
| YTD | -15.1% | +27.6% | -42.7% | -16.1% |
| 1Y | -7.7% | +19.9% | -27.6% | -8.6% |
| 3Y | +49.6% | +104.3% | -54.7% | +38.1% |
| 5Y | +78.3% | -49.3% | +127.6% | +69.8% |
| All | +837.0% | +470.0% | +367.0% | +381.4% |
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