+16.4%
APH vs TTWO
-18.4%
+34.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +7.1% | -13.3% | -6.5% |
| 7D | -2.4% | +7.0% | -9.4% | -2.8% |
| 30D | -9.5% | +2.7% | -12.1% | -9.5% |
| 3M | -7.6% | -13.0% | +5.4% | -5.8% |
| 6M | +12.4% | -7.2% | +19.6% | +11.7% |
| YTD | +17.5% | -18.4% | +35.9% | +18.9% |
| 1Y | +16.4% | -17.2% | +33.6% | +16.7% |
| All | +16.4% | -18.4% | +34.8% | +16.7% |
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