+396.9%
APP vs TTWO
+19.0%
+377.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.6% |
| 7D | +1.1% | +0.4% | +0.7% | +0.8% |
| 30D | +6.6% | -11.3% | +18.0% | +17.6% |
| 3M | -32.3% | +1.6% | -33.9% | -34.2% |
| 6M | -29.8% | +2.1% | -31.9% | -32.3% |
| YTD | -51.9% | -15.8% | -36.1% | -44.1% |
| 1Y | -43.3% | -12.6% | -30.7% | -36.3% |
| 3Y | +664.1% | +48.2% | +615.8% | +460.8% |
| 5Y | +318.7% | +40.0% | +278.7% | +215.0% |
| All | +396.9% | +19.0% | +377.9% | +281.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling