+8,546.8%
AMAT vs TTWO
+6,026.9%
+2,519.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.3% | -7.8% | -1.4% |
| 7D | -2.5% | +15.2% | -17.7% | -6.0% |
| 30D | -26.5% | +5.2% | -31.8% | -27.7% |
| 3M | -28.6% | -11.4% | -17.2% | -27.1% |
| 6M | -14.2% | +1.9% | -16.2% | -15.9% |
| YTD | +45.5% | -12.3% | +57.7% | +47.2% |
| 1Y | +59.3% | -4.0% | +63.4% | +57.9% |
| 3Y | +153.1% | +51.9% | +101.2% | +123.5% |
| 5Y | +158.2% | +22.9% | +135.2% | +136.2% |
| 10Y | +1,370.8% | +378.6% | +992.2% | +900.0% |
| All | +8,546.8% | +6,026.9% | +2,519.8% | +2,925.2% |
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