-6.7%
TTWO vs ADVB
-75.5%
+68.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.9% | +5.4% | +8.3% |
| 7D | +15.2% | -4.1% | +19.3% | +15.2% |
| 30D | +5.2% | -60.3% | +65.5% | +5.7% |
| 3M | -11.4% | -73.3% | +61.9% | -10.8% |
| 6M | +1.9% | -65.9% | +67.8% | -0.2% |
| YTD | -12.3% | -63.9% | +51.6% | -15.1% |
| All | -6.7% | -75.5% | +68.8% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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