+352.5%
APH vs TTWO
+33.4%
+319.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +1.6% | -2.3% | +3.9% | +2.2% |
| 30D | -3.0% | -16.7% | +13.7% | +1.4% |
| 3M | +5.7% | -0.4% | +6.2% | +4.9% |
| 6M | +20.0% | -1.6% | +21.6% | +18.8% |
| YTD | +20.8% | -17.5% | +38.3% | +25.3% |
| 1Y | +40.2% | -14.8% | +55.1% | +43.8% |
| 3Y | +288.1% | +47.9% | +240.2% | +241.0% |
| 5Y | +352.5% | +34.5% | +318.1% | +278.8% |
| All | +352.5% | +33.4% | +319.1% | +278.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling