+394.9%
TTWO vs APTV
-16.1%
+411.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.4% | -5.0% | +5.4% | +1.4% |
| 30D | -11.3% | -6.1% | -5.3% | -10.3% |
| 3M | +1.6% | -33.0% | +34.6% | +9.7% |
| 6M | +2.1% | -35.2% | +37.3% | +10.1% |
| YTD | -15.8% | -40.1% | +24.3% | -8.0% |
| 1Y | -12.6% | -45.6% | +33.0% | -2.7% |
| 3Y | +48.2% | -54.4% | +102.6% | +66.8% |
| 5Y | +40.0% | -68.9% | +108.9% | +66.1% |
| All | +394.9% | -16.1% | +411.0% | +386.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling