-11.1%
AXP vs TTWO
-4.9%
-6.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -0.1% | +6.0% | -6.1% | -1.2% |
| 30D | +4.4% | +13.2% | -8.8% | +1.9% |
| 3M | -6.4% | -5.8% | -0.6% | -5.5% |
| 6M | +4.2% | +0.4% | +3.8% | +3.1% |
| YTD | -12.4% | -11.0% | -1.3% | -14.1% |
| 1Y | -11.1% | -4.1% | -7.0% | -13.2% |
| All | -11.1% | -4.9% | -6.2% | -13.2% |
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 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