+89.6%
AXP vs TTWO
+14.6%
+75.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | +0.6% | +13.0% | -12.4% | -2.4% |
| 30D | +5.8% | +5.3% | +0.5% | +4.4% |
| 3M | -6.0% | -7.6% | +1.6% | -4.6% |
| 6M | +0.3% | -3.2% | +3.5% | +0.3% |
| YTD | -12.3% | -16.1% | +3.8% | -9.5% |
| 1Y | -11.2% | -14.9% | +3.6% | -8.9% |
| 3Y | +117.0% | +59.9% | +57.1% | +88.3% |
| All | +89.6% | +14.6% | +75.0% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling