+257.6%
ALAB vs TTWO
+56.6%
+201.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | +16.3% | +6.0% | +10.3% | +14.0% |
| 30D | -26.1% | +13.2% | -39.3% | -29.6% |
| 3M | -31.3% | -5.8% | -25.5% | -29.7% |
| 6M | -1.0% | +0.4% | -1.4% | -3.5% |
| YTD | +33.3% | -11.0% | +44.4% | +36.6% |
| 1Y | +53.5% | -4.1% | +57.6% | +51.5% |
| All | +257.6% | +56.6% | +201.0% | +191.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling