+443.7%
APLD vs TTWO
+55.7%
+388.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | +4.1% | -8.8% | +12.9% | +10.8% |
| 30D | -11.7% | -8.6% | -3.1% | -6.7% |
| 3M | -40.3% | -0.9% | -39.4% | -41.1% |
| 6M | -8.0% | -0.5% | -7.5% | -10.1% |
| YTD | +7.5% | -16.1% | +23.7% | +19.3% |
| 1Y | +84.0% | -10.8% | +94.8% | +92.7% |
| 3Y | +356.2% | +51.4% | +304.9% | +204.0% |
| All | +443.7% | +55.7% | +388.0% | +240.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling