+877.5%
APP vs TTWO
+56.7%
+820.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.6% | -0.4% |
| 7D | +48.9% | +10.7% | +38.2% | +34.4% |
| 30D | +49.4% | +10.8% | +38.7% | +35.1% |
| 3M | +27.0% | -7.7% | +34.7% | +35.7% |
| 6M | -15.4% | +4.4% | -19.8% | -21.6% |
| YTD | -39.9% | -9.7% | -30.3% | -34.8% |
| 1Y | -32.0% | -3.9% | -28.1% | -30.0% |
| All | +877.5% | +56.7% | +820.8% | +554.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling