+9.2%
TTWO vs AAOX
-89.3%
+98.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -15.0% | +22.1% | +7.0% |
| 7D | +7.0% | -50.3% | +57.2% | +6.3% |
| 30D | +2.7% | -79.8% | +82.5% | +1.4% |
| 3M | -13.0% | -85.9% | +72.9% | -14.1% |
| 6M | -7.2% | -95.7% | +88.4% | -8.7% |
| All | +9.2% | -89.3% | +98.5% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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