+47.5%
TTWO vs AMDL
+117.8%
-70.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.7% | -12.3% | -1.2% |
| 7D | -1.6% | +19.9% | -21.5% | -2.5% |
| 30D | -13.5% | +6.3% | -19.7% | -13.9% |
| 3M | +0.3% | -9.9% | +10.2% | -0.7% |
| 6M | +0.8% | +394.3% | -393.5% | -13.7% |
| YTD | -16.7% | +257.3% | -274.0% | -27.5% |
| 1Y | -14.3% | +508.5% | -522.8% | -29.9% |
| All | +47.5% | +117.8% | -70.3% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling