+17.6%
ABNB vs TTWO
+17.9%
-0.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.8% |
| 7D | -6.5% | +0.4% | -6.8% | -6.6% |
| 30D | -5.5% | -11.3% | +5.8% | -0.4% |
| 3M | +30.0% | +1.6% | +28.4% | +29.0% |
| 6M | +27.6% | +2.1% | +25.5% | +25.6% |
| YTD | +25.4% | -15.8% | +41.2% | +34.1% |
| 1Y | +38.3% | -12.6% | +50.9% | +44.7% |
| 3Y | +15.5% | +48.2% | -32.7% | -7.7% |
| 5Y | +3.0% | +40.0% | -36.9% | -19.1% |
| All | +17.6% | +17.9% | -0.2% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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