+268.9%
AMAT vs TTWO
+33.8%
+235.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.6% | +4.2% |
| 7D | +7.0% | -1.6% | +8.6% | +7.6% |
| 30D | -12.2% | -13.5% | +1.3% | -7.7% |
| 3M | -3.8% | +0.3% | -4.2% | -5.3% |
| 6M | +45.9% | +0.8% | +45.1% | +41.9% |
| YTD | +84.6% | -16.7% | +101.3% | +94.4% |
| 1Y | +193.4% | -14.3% | +207.6% | +204.3% |
| 3Y | +228.1% | +49.4% | +178.7% | +160.8% |
| 5Y | +268.9% | +33.8% | +235.2% | +194.1% |
| All | +268.9% | +33.8% | +235.1% | +194.1% |
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 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