+10,454.2%
AMAT vs TTWO
+5,755.5%
+4,698.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.1% | +4.3% |
| 7D | -1.5% | -8.8% | +7.3% | +0.6% |
| 30D | -14.8% | -8.6% | -6.2% | -13.2% |
| 3M | -9.3% | -0.9% | -8.4% | -9.6% |
| 6M | +27.4% | -0.5% | +27.9% | +26.2% |
| YTD | +77.6% | -16.1% | +93.7% | +82.9% |
| 1Y | +188.9% | -10.8% | +199.7% | +193.0% |
| 3Y | +202.3% | +51.4% | +150.9% | +168.9% |
| 5Y | +248.9% | +33.7% | +215.2% | +215.3% |
| 10Y | +1,585.2% | +380.3% | +1,204.9% | +1,053.5% |
| All | +10,454.2% | +5,755.5% | +4,698.7% | +3,658.4% |
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