+382.3%
APP vs TTWO
+19.8%
+362.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +0.8% |
| 7D | +0.3% | +1.3% | -1.0% | -0.8% |
| 30D | -1.3% | -13.4% | +12.1% | +11.1% |
| 3M | -36.2% | +3.1% | -39.3% | -38.8% |
| 6M | -34.1% | +3.8% | -37.9% | -37.3% |
| YTD | -53.3% | -15.3% | -38.1% | -46.0% |
| 1Y | -44.5% | -11.1% | -33.4% | -38.5% |
| 3Y | +646.7% | +52.0% | +594.7% | +437.3% |
| 5Y | +306.4% | +40.9% | +265.5% | +204.1% |
| All | +382.3% | +19.8% | +362.6% | +268.2% |
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