+5,401.7%
TTWO vs AJG
+6,900.7%
-1,499.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +0.4% | -8.3% | +8.6% | +3.0% |
| 30D | -11.3% | -5.7% | -5.7% | -9.8% |
| 3M | +1.6% | +9.1% | -7.5% | -1.6% |
| 6M | +2.1% | +15.2% | -13.1% | -3.0% |
| YTD | -15.8% | -6.3% | -9.5% | -15.2% |
| 1Y | -12.6% | -19.1% | +6.5% | -8.2% |
| 3Y | +48.2% | +8.2% | +40.0% | +39.8% |
| 5Y | +40.0% | +75.6% | -35.7% | +12.3% |
| 10Y | +404.1% | +471.1% | -67.0% | +177.2% |
| All | +5,401.7% | +6,900.7% | -1,499.0% | +1,521.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling