-15.4%
APP vs TTWO
+4.5%
-19.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.6% | +0.6% |
| 7D | +48.9% | +10.7% | +38.2% | +40.0% |
| 30D | +49.4% | +10.8% | +38.7% | +39.4% |
| 3M | +27.0% | -7.7% | +34.7% | +28.4% |
| 6M | -15.4% | +4.4% | -19.8% | -18.7% |
| All | -15.4% | +4.5% | -19.9% | -18.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling