+369.5%
ALAB vs TTWO
+48.1%
+321.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.6% |
| 7D | -6.2% | +0.4% | -6.5% | -6.4% |
| 30D | -8.7% | -11.3% | +2.7% | -4.0% |
| 3M | -20.7% | +1.6% | -22.3% | -22.7% |
| 6M | +133.5% | +2.1% | +131.4% | +122.9% |
| YTD | +75.1% | -15.8% | +90.9% | +84.0% |
| 1Y | +25.0% | -12.6% | +37.6% | +28.7% |
| All | +369.5% | +48.1% | +321.4% | +293.1% |
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 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