+93.1%
ACN vs TTWO
+406.5%
-313.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.5% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | +2.1% | -11.3% | +13.4% | +5.1% |
| 3M | +11.1% | +1.6% | +9.5% | +9.8% |
| 6M | -6.8% | +2.1% | -8.9% | -8.1% |
| YTD | -30.0% | -15.8% | -14.2% | -27.6% |
| 1Y | -23.1% | -12.6% | -10.5% | -21.4% |
| 3Y | -40.4% | +48.2% | -88.6% | -47.9% |
| 5Y | -41.6% | +40.0% | -81.5% | -49.7% |
| All | +93.1% | +406.5% | -313.4% | +35.3% |
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