+1,659.6%
TTWO vs AMCR
+96.6%
+1,563.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.8% |
| 7D | +1.3% | -5.0% | +6.3% | +1.9% |
| 30D | -13.4% | -8.0% | -5.4% | -12.6% |
| 3M | +3.1% | +14.3% | -11.2% | +1.7% |
| 6M | +3.8% | +5.3% | -1.6% | +3.0% |
| YTD | -15.3% | +7.7% | -23.0% | -16.3% |
| 1Y | -11.1% | +10.8% | -21.9% | -12.5% |
| 3Y | +52.0% | +9.6% | +42.4% | +48.8% |
| 5Y | +40.9% | -10.2% | +51.1% | +41.1% |
| 10Y | +407.6% | +16.5% | +391.2% | +390.8% |
| All | +1,659.6% | +96.6% | +1,563.0% | +1,484.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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