+216.5%
AZN vs TTWO
+406.5%
-190.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -1.6% | +0.4% | -1.9% | -1.6% |
| 30D | +1.1% | -11.3% | +12.4% | +2.6% |
| 3M | -12.1% | +1.6% | -13.7% | -12.5% |
| 6M | -17.1% | +2.1% | -19.2% | -17.7% |
| YTD | -12.0% | -15.8% | +3.9% | -10.4% |
| 1Y | -0.2% | -12.6% | +12.4% | +0.9% |
| 3Y | +26.8% | +48.2% | -21.4% | +17.8% |
| 5Y | +56.9% | +40.0% | +16.9% | +43.8% |
| All | +216.5% | +406.5% | -190.0% | +123.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling