+944.2%
APH vs TTWO
+377.7%
+566.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.5% |
| 7D | +0.4% | +10.7% | -10.3% | -2.2% |
| 30D | -8.0% | +10.8% | -18.8% | -10.6% |
| 3M | -5.0% | -7.7% | +2.7% | -3.8% |
| 6M | +29.9% | +4.4% | +25.5% | +26.6% |
| YTD | +18.0% | -9.7% | +27.6% | +18.9% |
| 1Y | +11.3% | -3.9% | +15.2% | +10.5% |
| 3Y | +274.9% | +56.4% | +218.5% | +225.7% |
| 5Y | +300.6% | +24.6% | +276.0% | +257.3% |
| All | +944.2% | +377.7% | +566.5% | +568.7% |
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 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