-44.5%
APP vs TTWO
-12.7%
-31.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +0.3% |
| 7D | +0.3% | +1.3% | -1.0% | -1.0% |
| 30D | -1.3% | -13.4% | +12.1% | +14.0% |
| 3M | -36.2% | +3.1% | -39.3% | -41.0% |
| 6M | -34.1% | +3.8% | -37.9% | -40.7% |
| YTD | -53.3% | -15.3% | -38.1% | -47.7% |
| 1Y | -44.5% | -11.1% | -33.4% | -41.1% |
| All | -44.5% | -12.7% | -31.8% | -41.1% |
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 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