+193.5%
APTV vs GME
+412.7%
-219.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +3.1% |
| 7D | +4.8% | +7.2% | -2.4% | +4.4% |
| 30D | +2.0% | +0.8% | +1.2% | +1.9% |
| 3M | -34.2% | -14.0% | -20.3% | -33.7% |
| 6M | -34.7% | -19.7% | -14.9% | -34.0% |
| YTD | -37.0% | -4.6% | -32.4% | -37.0% |
| 1Y | -40.4% | -14.3% | -26.0% | -40.1% |
| 3Y | -54.1% | +4.0% | -58.1% | -57.4% |
| 5Y | -68.0% | -62.2% | -5.8% | -69.6% |
| 10Y | -15.5% | +241.4% | -256.9% | -58.7% |
| All | +193.5% | +412.7% | -219.3% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling