-77.5%
APTV vs GME
-49.3%
-28.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -1.7% | +2.9% | -4.7% | -2.0% |
| 30D | -11.6% | -4.8% | -6.8% | -11.2% |
| 3M | -21.2% | +39.2% | -60.4% | -23.9% |
| 6M | -28.5% | +17.1% | -45.6% | -30.0% |
| YTD | -49.1% | +28.7% | -77.8% | -50.7% |
| 1Y | -52.2% | +23.3% | -75.5% | -53.5% |
| 3Y | -48.6% | +112.9% | -161.6% | -61.7% |
| All | -77.5% | -49.3% | -28.2% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling