+45.2%
TTWO vs AMC
-66.8%
+112.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -1.0% |
| 7D | -2.3% | -6.8% | +4.5% | -2.3% |
| 30D | -16.7% | +1.7% | -18.4% | -16.8% |
| 3M | -0.4% | +26.8% | -27.2% | -0.8% |
| 6M | -1.6% | +117.7% | -119.3% | -2.3% |
| YTD | -17.5% | +57.7% | -75.2% | -18.0% |
| 1Y | -14.8% | -12.5% | -2.4% | -15.1% |
| All | +45.2% | -66.8% | +112.1% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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