-35.9%
APP vs TTWO
-10.0%
-25.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +2.0% | +2.0% |
| 7D | +0.9% | -8.8% | +9.7% | +10.6% |
| 30D | -23.3% | -8.6% | -14.7% | -16.2% |
| 3M | -42.6% | -0.9% | -41.7% | -44.4% |
| 6M | -33.6% | -0.5% | -33.1% | -36.7% |
| YTD | -52.4% | -16.1% | -36.3% | -45.0% |
| 1Y | -35.9% | -10.8% | -25.1% | -30.7% |
| All | -35.9% | -10.0% | -25.9% | -30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling