+40.9%
TTWO vs AJG
+74.4%
-33.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +0.4% | -8.3% | +8.6% | +2.6% |
| 30D | -11.3% | -5.7% | -5.7% | -10.1% |
| 3M | +1.6% | +9.1% | -7.5% | -1.2% |
| 6M | +2.1% | +15.2% | -13.1% | -2.4% |
| YTD | -15.8% | -6.3% | -9.5% | -15.2% |
| 1Y | -12.6% | -19.1% | +6.5% | -7.7% |
| 3Y | +48.2% | +8.2% | +40.0% | +35.4% |
| All | +40.9% | +74.4% | -33.5% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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