+619.5%
APP vs TTWO
+47.8%
+571.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.3% |
| 7D | -4.4% | -2.3% | -2.1% | -2.3% |
| 30D | -10.0% | -16.7% | +6.7% | +6.2% |
| 3M | -41.4% | -0.4% | -41.0% | -42.4% |
| 6M | -41.0% | -1.6% | -39.4% | -41.6% |
| YTD | -54.7% | -17.5% | -37.2% | -46.4% |
| 1Y | -45.3% | -14.8% | -30.5% | -37.3% |
| All | +619.5% | +47.8% | +571.7% | +453.1% |
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 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