+1,565.3%
ABT vs TTWO
+5,817.5%
-4,252.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.5% | -2.0% |
| 7D | -5.0% | +1.3% | -6.3% | -5.1% |
| 30D | -5.8% | -13.4% | +7.6% | -4.8% |
| 3M | +16.7% | +3.1% | +13.7% | +16.4% |
| 6M | -5.2% | +3.8% | -9.0% | -5.7% |
| YTD | -16.0% | -15.3% | -0.7% | -15.2% |
| 1Y | -18.3% | -11.1% | -7.2% | -17.8% |
| 3Y | +9.2% | +52.0% | -42.7% | +4.9% |
| 5Y | -11.6% | +40.9% | -52.5% | -15.3% |
| 10Y | +204.2% | +407.6% | -203.4% | +168.5% |
| All | +1,565.3% | +5,817.5% | -4,252.2% | +1,241.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling