+13.3%
ANET vs TTWO
-15.9%
+29.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +2.1% | -13.0% | -11.2% |
| 7D | -13.6% | +10.3% | -23.9% | -15.2% |
| 30D | -26.1% | +5.3% | -31.4% | -26.9% |
| 3M | -19.3% | -9.2% | -10.2% | -18.3% |
| 6M | -6.5% | -4.4% | -2.1% | -8.5% |
| YTD | +21.5% | -16.7% | +38.1% | +22.5% |
| 1Y | +13.3% | -16.3% | +29.6% | +13.6% |
| All | +13.3% | -15.9% | +29.2% | +13.6% |
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