+3,015.4%
TTWO vs AKAM
-2.9%
+3,018.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.4% | +1.5% | -1.1% | 0.0% |
| 30D | -11.3% | -13.0% | +1.7% | -9.0% |
| 3M | +1.6% | -19.4% | +21.0% | +5.0% |
| 6M | +2.1% | +0.3% | +1.8% | -1.0% |
| YTD | -15.8% | +22.4% | -38.2% | -22.2% |
| 1Y | -12.6% | +34.8% | -47.4% | -21.3% |
| 3Y | +48.2% | +1.9% | +46.3% | +38.4% |
| 5Y | +40.0% | -4.6% | +44.6% | +31.7% |
| 10Y | +404.1% | +103.4% | +300.7% | +300.7% |
| All | +3,015.4% | -2.9% | +3,018.3% | +1,457.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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