+147.1%
AMAT vs TTWO
+10.9%
+136.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -3.5% | +14.8% | +12.5% |
| 7D | -1.1% | +8.0% | -9.0% | -4.2% |
| 30D | -26.9% | -2.8% | -24.1% | -26.6% |
| 3M | -31.2% | -15.9% | -15.3% | -27.5% |
| 6M | -14.7% | -5.9% | -8.8% | -15.1% |
| YTD | +44.7% | -19.0% | +63.7% | +52.6% |
| 1Y | +62.0% | -10.6% | +72.6% | +63.4% |
| 3Y | +165.0% | +41.7% | +123.2% | +112.3% |
| 5Y | +147.1% | +11.0% | +136.1% | +98.5% |
| All | +147.1% | +10.9% | +136.2% | +98.5% |
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 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