After finally winning his first World Series in 2009 as a member of the New York Yankees, Alex Rodriguez was getting just as much attention for his personal life. "I feel like the World Series came and went," Rodriguez, 50, said in episode 3 of Alex vs ARod, which premieres Thursday, November 20, on HBO. "I was basically at the pinnacle of my baseball career. But there was a lot going on at the time." That's when the docuseries splashed pictures of Rodriguez and his ex-girlfriend Cameron Diaz across the screen. Rodriguez and Diaz, 53, dated from the spring of 2010 until September 2011. The high-profile relationship with Diaz also came on the heels of Rodriguez cementing himself as a bona fide pop culture lightning rod, which included his infamous Details magazine cover shoot in April 2009 when he was photographed kissing himself in a mirror. Alex Rodriguez Says Therapy Was a 'Big No No' in Baseball Locker Rooms Rodriguez's Yankees teammate Derek Jeter recalled the circus that seemed to follow Rodriguez at the time and keeping in touch with him during the madness. "I think a lot comes with success," Jeter, 51, said in the series. "I mean, you check on guys. You know, 'How you doin'? Is everything OK?'" The relationship with Diaz came shortly after Rodriguez's wife, Cynthia Rodriguez Nicolas (née Scurtis), filed for divorce after years of rumored infidelity, including an alleged fling with Madonna. "He was struggling with where he was at a personal level," a friend of Rodriguez's said in the series. "Now you're getting older, the kids are older. You're on the road a lot. It was tough. His divorce was tough." Alex and Cynthia, 52, share daughters Natasha, 21, and Ella, 17. The alleged affair with Madonna - who was married to husband Guy Ritchie at the time - happened less than three months after the birth of Ella. In her divorce filing, Cynthia said the couple's marriage was "irretrievably broken because of the husband's extramarital affairs and other marital misconduct." "Alex has emotionally abandoned his wife and children and has left her with no choice but to divorce him," the petition said. In episode 2 of the series, Cynthia said that Alex had "his own demons and I was hoping he would get help." "I was hoping that it could end differently than it did," Cynthia added. "He was really upset, so that affected me. But at the same time, I think I felt a sense of freedom." Alex did not specifically admit to cheating on Cynthia but said he came up short on multiple levels during that time in his life." "In hindsight, I could have been a better husband," he said. "I could have been more present. I could have been more loyal. I could have been more sympathetic, empathetic, all of it. You name it." Alex Rodriguez's Ex-Wife 'Felt Sorry' for Him, Says Development Was 'Stunted' Still, Alex recalled how it took very little time for him to focus on baseball after his marriage officially felt apart. "The day we filed for divorce, I think we were playing the Red Sox. On that day, I hit a home run," he said. Alex added, "Maybe baseball, the field is where I escape. I get to be the best version of myself. At least at that time." The third episode of Alex vs ARod premieres Thursday, November 20, at 9 p.m. ET on HBO.