+651.5%
ADI vs TTWO
+406.5%
+245.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.5% | +5.1% |
| 7D | +4.6% | +0.4% | +4.2% | +4.4% |
| 30D | -1.2% | -11.3% | +10.2% | +2.6% |
| 3M | -7.8% | +1.6% | -9.4% | -9.0% |
| 6M | +19.3% | +2.1% | +17.3% | +16.5% |
| YTD | +40.9% | -15.8% | +56.8% | +46.3% |
| 1Y | +54.5% | -12.6% | +67.1% | +58.0% |
| 3Y | +123.4% | +48.2% | +75.2% | +87.1% |
| 5Y | +142.3% | +40.0% | +102.3% | +99.2% |
| All | +651.5% | +406.5% | +245.0% | +306.5% |
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