-41.7%
ACHR vs TTWO
+39.3%
-81.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.8% |
| 7D | -2.3% | +0.4% | -2.6% | -2.6% |
| 30D | -11.3% | -11.3% | 0.0% | -4.5% |
| 3M | +5.3% | +1.6% | +3.7% | +3.1% |
| 6M | -13.2% | +2.1% | -15.3% | -16.0% |
| YTD | -25.8% | -15.8% | -10.0% | -18.7% |
| 1Y | -34.3% | -12.6% | -21.7% | -29.6% |
| 3Y | -19.9% | +48.2% | -68.2% | -40.5% |
| All | -41.7% | +39.3% | -81.0% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling