+527.5%
APP vs TTWO
+25.8%
+501.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.6% |
| 7D | +4.6% | +6.0% | -1.5% | -1.4% |
| 30D | +56.0% | +13.2% | +42.8% | +40.4% |
| 3M | +30.8% | -5.8% | +36.7% | +36.4% |
| 6M | -9.8% | +0.4% | -10.2% | -12.1% |
| YTD | -39.3% | -11.0% | -28.3% | -33.0% |
| 1Y | -26.4% | -4.1% | -22.3% | -23.5% |
| 3Y | +887.9% | +51.8% | +836.1% | +609.3% |
| 5Y | +264.1% | +21.3% | +242.8% | +182.5% |
| All | +527.5% | +25.8% | +501.7% | +357.1% |
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