+394.0%
TTWO vs AMBA
+2.6%
+391.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.4% | -9.4% | -2.3% |
| 7D | -2.3% | +2.5% | -4.8% | -2.8% |
| 30D | -16.7% | -16.1% | -0.6% | -14.5% |
| 3M | -0.4% | +4.6% | -5.1% | -3.1% |
| 6M | -1.6% | +29.2% | -30.8% | -9.3% |
| YTD | -17.5% | -2.9% | -14.7% | -20.6% |
| 1Y | -14.8% | -18.7% | +3.9% | -16.4% |
| 3Y | +47.9% | +14.9% | +33.0% | +29.0% |
| 5Y | +34.5% | -53.0% | +87.4% | +28.1% |
| 10Y | +394.0% | +8.3% | +385.7% | +250.0% |
| All | +394.0% | +2.6% | +391.4% | +250.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling