-70.1%
APTV vs GME
-55.8%
-14.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.3% | -8.0% | -3.2% |
| 7D | -1.2% | +4.8% | -6.0% | -1.6% |
| 30D | -10.6% | +5.9% | -16.5% | -11.2% |
| 3M | -35.0% | -10.7% | -24.3% | -34.4% |
| 6M | -38.9% | -19.8% | -19.1% | -37.8% |
| YTD | -41.5% | -0.9% | -40.6% | -41.8% |
| 1Y | -45.8% | -15.7% | -30.1% | -45.2% |
| 3Y | -55.7% | +12.3% | -68.0% | -63.6% |
| 5Y | -70.1% | -60.1% | -10.1% | -73.0% |
| All | -70.1% | -55.8% | -14.3% | -73.0% |
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