+503.8%
APP vs TTWO
+25.3%
+478.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.9% | -1.2% |
| 7D | +10.6% | +6.4% | +4.2% | +4.0% |
| 30D | +44.6% | +13.3% | +31.3% | +30.0% |
| 3M | +29.6% | -6.6% | +36.2% | +36.0% |
| 6M | -19.8% | +0.4% | -20.2% | -21.9% |
| YTD | -41.6% | -11.4% | -30.2% | -35.3% |
| 1Y | -32.7% | -5.6% | -27.1% | -29.1% |
| 3Y | +799.0% | +53.5% | +745.5% | +539.8% |
| 5Y | +250.4% | +20.8% | +229.5% | +172.7% |
| All | +503.8% | +25.3% | +478.5% | +341.3% |
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