+394.9%
TTWO vs ADM
+177.9%
+217.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +0.4% | +2.5% | -2.1% | 0.0% |
| 30D | -11.3% | +9.5% | -20.8% | -12.6% |
| 3M | +1.6% | +10.6% | -9.0% | -0.2% |
| 6M | +2.1% | +24.0% | -21.9% | -1.9% |
| YTD | -15.8% | +54.0% | -69.8% | -22.2% |
| 1Y | -12.6% | +45.3% | -57.9% | -18.6% |
| 3Y | +48.2% | +21.8% | +26.5% | +40.8% |
| 5Y | +40.0% | +66.8% | -26.8% | +20.8% |
| All | +394.9% | +177.9% | +217.0% | +269.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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