+65.7%
AMGN vs TTWO
-18.4%
+84.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.1% | -3.4% | +3.8% |
| 7D | +5.9% | +7.0% | -1.1% | +6.0% |
| 30D | +18.7% | +2.7% | +16.1% | +18.7% |
| 3M | +23.4% | -13.0% | +36.4% | +22.2% |
| 6M | +49.7% | -7.2% | +57.0% | +49.2% |
| YTD | +49.2% | -18.4% | +67.6% | +51.6% |
| 1Y | +65.7% | -17.2% | +83.0% | +68.3% |
| All | +65.7% | -18.4% | +84.2% | +68.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling