+2,727.0%
ADP vs TTWO
+5,717.4%
-2,990.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.4% |
| 7D | -5.5% | -1.6% | -3.9% | -5.3% |
| 30D | -1.2% | -13.5% | +12.2% | +0.3% |
| 3M | +17.9% | +0.3% | +17.5% | +17.6% |
| 6M | +20.3% | +0.8% | +19.5% | +19.9% |
| YTD | +5.8% | -16.7% | +22.5% | +7.6% |
| 1Y | -7.7% | -14.3% | +6.6% | -6.5% |
| 3Y | +14.7% | +49.4% | -34.7% | +8.5% |
| 5Y | +45.8% | +33.8% | +12.0% | +38.0% |
| 10Y | +270.5% | +392.8% | -122.3% | +203.4% |
| All | +2,727.0% | +5,717.4% | -2,990.3% | +1,667.5% |
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 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