+1,278.0%
AAPL vs TTWO
+406.5%
+871.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | +3.8% | +0.4% | +3.5% | +3.7% |
| 30D | +9.9% | -11.3% | +21.3% | +14.1% |
| 3M | +12.5% | +1.6% | +10.9% | +11.3% |
| 6M | +27.6% | +2.1% | +25.6% | +25.4% |
| YTD | +22.6% | -15.8% | +38.4% | +27.7% |
| 1Y | +45.0% | -12.6% | +57.6% | +48.7% |
| 3Y | +87.8% | +48.2% | +39.5% | +57.2% |
| 5Y | +128.7% | +40.0% | +88.7% | +87.7% |
| All | +1,278.0% | +406.5% | +871.5% | +758.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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