+197.1%
ABT vs TTWO
+406.5%
-209.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -5.9% | +0.4% | -6.3% | -6.0% |
| 30D | -8.1% | -11.3% | +3.3% | -5.8% |
| 3M | +14.5% | +1.6% | +12.9% | +13.8% |
| 6M | -6.3% | +2.1% | -8.4% | -7.2% |
| YTD | -17.1% | -15.8% | -1.3% | -14.8% |
| 1Y | -21.4% | -12.6% | -8.8% | -20.0% |
| 3Y | +5.9% | +48.2% | -42.3% | -6.4% |
| 5Y | -12.8% | +40.0% | -52.7% | -24.3% |
| All | +197.1% | +406.5% | -209.4% | +95.7% |
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