+57.5%
TTWO vs AMDL
+102.5%
-45.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -17.6% | +18.0% | +1.0% |
| 7D | +6.0% | +37.2% | -31.2% | +4.6% |
| 30D | +13.2% | -24.0% | +37.3% | +13.5% |
| 3M | -5.8% | -1.0% | -4.8% | -7.2% |
| 6M | +0.4% | -3.2% | +3.6% | -3.1% |
| YTD | -11.0% | +232.2% | -243.2% | -23.4% |
| 1Y | -4.1% | +137.7% | -141.8% | -15.8% |
| All | +57.5% | +102.5% | -45.0% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling