+5,401.7%
TTWO vs ADSK
+2,604.8%
+2,796.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +0.4% | -2.5% | +2.9% | +1.2% |
| 30D | -11.3% | -14.9% | +3.5% | -7.0% |
| 3M | +1.6% | +3.3% | -1.7% | -0.2% |
| 6M | +2.1% | -15.7% | +17.7% | +6.6% |
| YTD | -15.8% | -28.2% | +12.4% | -7.6% |
| 1Y | -12.6% | -34.5% | +21.9% | -1.3% |
| 3Y | +48.2% | -2.9% | +51.1% | +44.6% |
| 5Y | +40.0% | -25.3% | +65.3% | +43.6% |
| 10Y | +404.1% | +217.8% | +186.4% | +212.4% |
| All | +5,401.7% | +2,604.8% | +2,796.9% | +1,305.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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