+2,625.7%
AXP vs TTWO
+6,026.9%
-3,401.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.3% | -8.6% | -1.6% |
| 7D | -0.6% | +15.2% | -15.8% | -3.0% |
| 30D | +5.0% | +5.2% | -0.3% | +4.0% |
| 3M | -4.2% | -11.4% | +7.2% | -2.7% |
| 6M | +2.9% | +1.9% | +1.0% | +2.1% |
| YTD | -11.6% | -12.3% | +0.7% | -10.4% |
| 1Y | -11.1% | -4.0% | -7.1% | -11.2% |
| 3Y | +116.7% | +51.9% | +64.8% | +99.9% |
| 5Y | +89.6% | +22.9% | +66.7% | +77.9% |
| 10Y | +428.4% | +378.6% | +49.8% | +287.6% |
| All | +2,625.7% | +6,026.9% | -3,401.2% | +1,278.7% |
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