-32.7%
APP vs TTWO
-5.8%
-26.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.9% | -0.8% |
| 7D | +10.6% | +6.4% | +4.2% | +2.7% |
| 30D | +44.6% | +13.3% | +31.3% | +26.4% |
| 3M | +29.6% | -6.6% | +36.2% | +38.1% |
| 6M | -19.8% | +0.4% | -20.2% | -24.6% |
| YTD | -41.6% | -11.4% | -30.2% | -31.7% |
| 1Y | -32.7% | -5.6% | -27.1% | -27.2% |
| All | -32.7% | -5.8% | -26.8% | -27.2% |
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 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