-44.8%
ACHR vs TTWO
+6.6%
-51.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.0% | -4.7% | -5.0% |
| 7D | -2.7% | -2.3% | -0.3% | -1.2% |
| 30D | -12.1% | -16.7% | +4.6% | -2.0% |
| 3M | +3.4% | -0.4% | +3.8% | +2.8% |
| 6M | -15.6% | -1.6% | -14.0% | -16.1% |
| YTD | -26.9% | -17.5% | -9.3% | -19.2% |
| 1Y | -34.8% | -14.8% | -19.9% | -29.2% |
| 3Y | -19.2% | +47.9% | -67.1% | -38.0% |
| 5Y | -43.8% | +34.5% | -78.2% | -54.8% |
| All | -44.8% | +6.6% | -51.5% | -52.1% |
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