+8,500.8%
AMAT vs TTWO
+5,556.7%
+2,944.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -3.5% | +14.8% | +12.2% |
| 7D | -1.1% | +8.0% | -9.0% | -3.1% |
| 30D | -26.9% | -2.8% | -24.1% | -26.7% |
| 3M | -31.2% | -15.9% | -15.3% | -28.9% |
| 6M | -14.7% | -5.9% | -8.8% | -14.7% |
| YTD | +44.7% | -19.0% | +63.7% | +49.3% |
| 1Y | +62.0% | -10.6% | +72.6% | +63.2% |
| 3Y | +165.0% | +41.7% | +123.2% | +138.0% |
| 5Y | +147.1% | +11.0% | +136.1% | +131.7% |
| 10Y | +1,315.3% | +323.3% | +992.0% | +889.6% |
| All | +8,500.8% | +5,556.7% | +2,944.1% | +2,968.1% |
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 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