+24.5%
ALAB vs TTWO
-18.4%
+42.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.1% | -11.6% | -5.7% |
| 7D | -24.9% | +7.0% | -31.8% | -25.8% |
| 30D | -38.4% | +2.7% | -41.1% | -38.7% |
| 3M | -38.3% | -13.0% | -25.2% | -35.7% |
| 6M | +10.9% | -7.2% | +18.2% | +10.3% |
| YTD | +34.2% | -18.4% | +52.6% | +31.8% |
| 1Y | +24.5% | -17.2% | +41.8% | +21.2% |
| All | +24.5% | -18.4% | +42.9% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling