+45.2%
TTWO vs AMBA
+12.9%
+32.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.4% | -9.4% | -1.7% |
| 7D | -2.3% | +2.5% | -4.8% | -2.5% |
| 30D | -16.7% | -16.1% | -0.6% | -15.6% |
| 3M | -0.4% | +4.6% | -5.1% | -2.0% |
| 6M | -1.6% | +29.2% | -30.8% | -6.9% |
| YTD | -17.5% | -2.9% | -14.7% | -19.7% |
| 1Y | -14.8% | -18.7% | +3.9% | -16.0% |
| All | +45.2% | +12.9% | +32.4% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling