-26.3%
APH vs TTWO
-10.0%
-16.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.3% | -45.5% | -47.2% |
| 7D | -48.7% | -7.9% | -40.8% | -47.7% |
| 30D | -51.9% | -8.6% | -43.3% | -51.0% |
| 3M | -43.6% | -0.9% | -42.7% | -43.8% |
| 6M | -37.5% | -0.5% | -37.0% | -38.5% |
| YTD | -38.6% | -16.1% | -22.5% | -38.1% |
| 1Y | -26.3% | -10.8% | -15.5% | -26.2% |
| All | -26.3% | -10.0% | -16.3% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling