+394.8%
APLD vs TTWO
+51.8%
+343.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.8% | -7.8% | -6.7% |
| 7D | -0.5% | +1.3% | -1.8% | -1.4% |
| 30D | -13.2% | -13.4% | +0.2% | -5.7% |
| 3M | -33.8% | +3.1% | -36.9% | -36.4% |
| 6M | -5.9% | +3.8% | -9.7% | -10.7% |
| YTD | +5.1% | -15.3% | +20.4% | +13.9% |
| 1Y | +51.8% | -11.1% | +62.9% | +58.3% |
| All | +394.8% | +51.8% | +343.0% | +253.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling