+33.8%
TTWO vs AMBA
-53.5%
+87.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -1.6% | -6.4% | +4.8% | -0.7% |
| 30D | -13.5% | -26.8% | +13.4% | -9.9% |
| 3M | +0.3% | -7.6% | +8.0% | -0.3% |
| 6M | +0.8% | +21.2% | -20.3% | -5.5% |
| YTD | -16.7% | -10.4% | -6.3% | -18.6% |
| 1Y | -14.3% | -24.4% | +10.2% | -14.9% |
| 3Y | +49.4% | +6.0% | +43.4% | +32.6% |
| 5Y | +33.8% | -53.9% | +87.7% | +32.3% |
| All | +33.8% | -53.5% | +87.3% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling