+40.9%
TTWO vs ADM
+67.3%
-26.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.3% | +2.7% |
| 7D | +1.3% | +3.0% | -1.7% | +1.1% |
| 30D | -13.4% | +8.7% | -22.1% | -14.0% |
| 3M | +3.1% | +7.6% | -4.5% | +2.4% |
| 6M | +3.8% | +26.9% | -23.1% | +1.3% |
| YTD | -15.3% | +54.3% | -69.6% | -18.9% |
| 1Y | -11.1% | +45.7% | -56.8% | -14.5% |
| 3Y | +52.0% | +21.9% | +30.1% | +48.0% |
| 5Y | +40.9% | +67.2% | -26.2% | +30.2% |
| All | +40.9% | +67.3% | -26.3% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling