+456.7%
AXTI vs TTWO
-18.4%
+475.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +7.1% | -14.5% | -5.8% |
| 7D | -26.2% | +7.0% | -33.1% | -24.9% |
| 30D | -45.1% | +2.7% | -47.8% | -44.5% |
| 3M | -27.2% | -13.0% | -14.1% | -27.6% |
| 6M | -55.2% | -7.2% | -47.9% | -55.5% |
| YTD | +190.8% | -18.4% | +209.2% | +180.8% |
| 1Y | +456.7% | -17.2% | +473.9% | +426.6% |
| All | +456.7% | -18.4% | +475.1% | +426.6% |
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