+2,604.9%
AXP vs TTWO
+5,760.5%
-3,155.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +0.6% | +13.0% | -12.4% | -1.4% |
| 30D | +5.8% | +5.3% | +0.5% | +4.9% |
| 3M | -6.0% | -7.6% | +1.6% | -5.1% |
| 6M | +0.3% | -3.2% | +3.5% | +0.4% |
| YTD | -12.3% | -16.1% | +3.8% | -10.4% |
| 1Y | -11.2% | -14.9% | +3.6% | -9.6% |
| 3Y | +117.0% | +59.9% | +57.1% | +98.7% |
| 5Y | +93.2% | +14.8% | +78.4% | +83.3% |
| 10Y | +461.2% | +344.9% | +116.3% | +316.5% |
| All | +2,604.9% | +5,760.5% | -3,155.5% | +1,279.0% |
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