+28.3%
TTWO vs APD
+16.4%
+11.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +6.0% | +3.8% | +2.2% | +5.4% |
| 30D | +13.2% | +8.2% | +5.0% | +11.8% |
| 3M | -5.8% | +4.3% | -10.1% | -6.5% |
| 6M | +0.4% | +4.7% | -4.3% | -0.5% |
| YTD | -11.0% | +31.5% | -42.6% | -16.1% |
| 1Y | -4.1% | +23.5% | -27.6% | -8.4% |
| 3Y | +51.8% | +29.1% | +22.7% | +39.4% |
| All | +28.3% | +16.4% | +11.8% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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