+249.5%
APLD vs TTWO
+64.6%
+184.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.1% |
| 7D | +19.6% | +6.4% | +13.2% | +14.5% |
| 30D | -24.5% | +13.3% | -37.8% | -31.3% |
| 3M | -45.6% | -6.6% | -39.0% | -44.1% |
| 6M | -61.4% | +0.4% | -61.8% | -62.9% |
| YTD | -30.9% | -11.4% | -19.5% | -27.5% |
| 1Y | -35.8% | -5.6% | -30.2% | -35.7% |
| 3Y | +261.4% | +53.5% | +207.9% | +136.8% |
| All | +249.5% | +64.6% | +184.9% | +107.0% |
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