+1,112.9%
TTWO vs AMC
-98.1%
+1,211.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.1% | +0.2% |
| 7D | -8.8% | +2.3% | -11.1% | -8.8% |
| 30D | -8.6% | -0.7% | -7.9% | -8.6% |
| 3M | -0.9% | +35.2% | -36.1% | -1.3% |
| 6M | -0.5% | +124.6% | -125.1% | -1.4% |
| YTD | -16.1% | +69.9% | -86.0% | -16.7% |
| 1Y | -10.8% | -2.6% | -8.2% | -11.0% |
| 3Y | +51.4% | -79.8% | +131.1% | +51.9% |
| 5Y | +33.7% | -99.4% | +133.1% | +35.9% |
| 10Y | +380.3% | -98.9% | +479.2% | +467.7% |
| All | +1,112.9% | -98.1% | +1,211.0% | +1,095.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling