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  • TTWO vs APA✓SelectedUSD · APATTWO vs APA performance historyLatest closeAs of-0.65%09/08
Stock and ETF performance explorer

TTWO vs APA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,346.0%
APA return
+390.0%
Excess return
+4,956.1%
Maximum drawdown
-80.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioAPAExcessAlpha
1D-0.7%+1.8%-2.5%-0.9%
7D-1.6%-1.7%+0.1%-1.3%
30D-13.5%+15.7%-29.2%-15.3%
3M+0.3%+16.5%-16.1%-2.1%
6M+0.8%+35.1%-34.3%-4.2%
YTD-16.7%+82.2%-98.9%-24.3%
1Y-14.3%+102.5%-116.7%-23.7%
3Y+49.4%+10.3%+39.1%+41.3%
5Y+33.8%+166.1%-132.4%+7.8%
10Y+392.8%-4.9%+397.7%+300.5%
All+5,346.0%+390.0%+4,956.1%+3,469.0%

Cumulative growth

Daily Returns

Daily percentage return beside APA.

Daily Out/Under-Performance

Portfolio return minus APA return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × APA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded APA 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling