+305.3%
APLD vs TTWO
+54.3%
+251.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -6.0% |
| 7D | +2.7% | +6.0% | -3.3% | -0.6% |
| 30D | -21.4% | +13.2% | -34.6% | -27.1% |
| 3M | -47.8% | -5.8% | -42.0% | -46.4% |
| 6M | -64.9% | +0.4% | -65.3% | -65.8% |
| YTD | -34.9% | -11.0% | -23.9% | -31.7% |
| 1Y | -30.7% | -4.1% | -26.6% | -31.0% |
| 3Y | +305.3% | +51.8% | +253.5% | +141.7% |
| All | +305.3% | +54.3% | +251.0% | +141.7% |
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 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