-17.2%
TTWO vs AME
+21.1%
-38.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.6% | +11.8% | +6.9% |
| 7D | +7.0% | -4.4% | +11.4% | +6.7% |
| 30D | +2.7% | -5.9% | +8.6% | +2.4% |
| 3M | -13.0% | -6.5% | -6.5% | -13.0% |
| 6M | -7.2% | +3.2% | -10.4% | -8.0% |
| YTD | -18.4% | +16.0% | -34.4% | -19.7% |
| 1Y | -17.2% | +20.4% | -37.7% | -19.1% |
| All | -17.2% | +21.1% | -38.3% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling