+365.7%
ALAB vs TTWO
+46.6%
+319.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.3% | -6.7% |
| 7D | +3.2% | -1.6% | +4.8% | +3.9% |
| 30D | -13.6% | -13.5% | -0.1% | -8.2% |
| 3M | -16.6% | +0.3% | -16.9% | -18.0% |
| 6M | +142.3% | +0.8% | +141.5% | +133.1% |
| YTD | +73.6% | -16.7% | +90.3% | +83.5% |
| 1Y | +33.7% | -14.3% | +47.9% | +38.8% |
| All | +365.7% | +46.6% | +319.0% | +292.1% |
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 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