-46.5%
APLD vs TTWO
-18.4%
-28.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +7.1% | -13.9% | -9.3% |
| 7D | -18.5% | +7.0% | -25.5% | -20.6% |
| 30D | -32.8% | +2.7% | -35.4% | -33.4% |
| 3M | -46.9% | -13.0% | -33.8% | -43.6% |
| 6M | -53.4% | -7.2% | -46.2% | -52.8% |
| YTD | -32.3% | -18.4% | -13.9% | -28.4% |
| 1Y | -46.5% | -17.2% | -29.3% | -44.4% |
| All | -46.5% | -18.4% | -28.1% | -44.4% |
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