+444.7%
APLD vs TTWO
+56.3%
+388.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +3.0% |
| 7D | +0.2% | +0.4% | -0.2% | -0.2% |
| 30D | -15.2% | -11.3% | -3.9% | -8.1% |
| 3M | -36.3% | +1.6% | -37.9% | -38.5% |
| 6M | -7.4% | +2.1% | -9.4% | -11.5% |
| YTD | +7.7% | -15.8% | +23.6% | +19.0% |
| 1Y | +53.8% | -12.6% | +66.4% | +63.9% |
| 3Y | +407.1% | +48.2% | +358.9% | +243.8% |
| All | +444.7% | +56.3% | +388.5% | +239.9% |
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