+1,362.0%
AMAT vs TTWO
+368.7%
+993.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -2.8% |
| 7D | +19.3% | +6.4% | +13.0% | +16.0% |
| 30D | -17.9% | +13.3% | -31.2% | -22.8% |
| 3M | -30.4% | -6.6% | -23.8% | -29.3% |
| 6M | -11.4% | +0.4% | -11.9% | -14.1% |
| YTD | +48.8% | -11.4% | +60.1% | +51.4% |
| 1Y | +66.0% | -5.6% | +71.6% | +64.0% |
| 3Y | +158.8% | +53.5% | +105.3% | +98.6% |
| 5Y | +153.2% | +20.8% | +132.4% | +109.1% |
| All | +1,362.0% | +368.7% | +993.3% | +490.5% |
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 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