+5,381.8%
TTWO vs APD
+1,777.1%
+3,604.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.6% |
| 7D | -8.8% | -2.2% | -6.6% | -8.1% |
| 30D | -8.6% | +2.1% | -10.7% | -9.3% |
| 3M | -0.9% | +7.2% | -8.1% | -3.8% |
| 6M | -0.5% | +11.2% | -11.7% | -5.1% |
| YTD | -16.1% | +24.4% | -40.5% | -23.9% |
| 1Y | -10.8% | +6.7% | -17.5% | -14.7% |
| 3Y | +51.4% | +9.2% | +42.1% | +38.6% |
| 5Y | +33.7% | +27.4% | +6.4% | +13.2% |
| 10Y | +380.3% | +164.8% | +215.5% | +186.6% |
| All | +5,381.8% | +1,777.1% | +3,604.7% | +2,158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling