+5,346.0%
TTWO vs ADM
+1,099.1%
+4,247.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -13.5% | +11.0% | -24.5% | -15.6% |
| 3M | +0.3% | +6.0% | -5.7% | -1.3% |
| 6M | +0.8% | +26.9% | -26.1% | -5.4% |
| YTD | -16.7% | +50.0% | -66.7% | -25.1% |
| 1Y | -14.3% | +39.6% | -53.9% | -21.8% |
| 3Y | +49.4% | +18.5% | +30.9% | +38.4% |
| 5Y | +33.8% | +62.6% | -28.8% | +12.0% |
| 10Y | +392.8% | +162.4% | +230.4% | +251.4% |
| All | +5,346.0% | +1,099.1% | +4,247.0% | +2,713.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling