+40.9%
TTWO vs APA
+169.7%
-128.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.4% | +2.8% |
| 7D | +1.3% | +0.8% | +0.5% | +1.2% |
| 30D | -13.4% | +9.6% | -23.0% | -14.2% |
| 3M | +3.1% | +18.0% | -14.9% | +1.2% |
| 6M | +3.8% | +41.9% | -38.1% | -0.7% |
| YTD | -15.3% | +86.3% | -101.6% | -21.6% |
| 1Y | -11.1% | +97.9% | -109.0% | -18.7% |
| 3Y | +52.0% | +12.8% | +39.2% | +46.7% |
| 5Y | +40.9% | +177.2% | -136.3% | +23.4% |
| All | +40.9% | +169.7% | -128.8% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling