Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • AMAT vs TTWO✓SelectedUSD · TTWOAMAT vs TTWO performance historyLatest closeAs of-0.83%09/09
Stock and ETF performance explorer

AMAT vs TTWO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,707.5%
TTWO return
+390.3%
Excess return
+1,317.1%
Maximum drawdown
-55.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioTTWOExcessAlpha
1D-0.8%-1.0%+0.2%-0.4%
7D+6.9%-2.3%+9.2%+8.0%
30D-10.1%-16.7%+6.6%-3.0%
3M-6.0%-0.4%-5.6%-7.1%
6M+38.6%-1.6%+40.3%+36.2%
YTD+83.1%-17.5%+100.6%+94.4%
1Y+188.3%-14.8%+203.2%+200.8%
3Y+225.3%+47.9%+177.4%+156.5%
5Y+262.0%+34.5%+227.5%+186.0%
10Y+1,707.5%+394.0%+1,313.5%+736.0%
All+1,707.5%+390.3%+1,317.1%+736.0%

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