+49.2%
TTWO vs AME
+54.6%
-5.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.6% | +3.0% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -13.4% | -8.6% | -4.8% | -11.5% |
| 3M | +3.1% | +5.8% | -2.7% | +1.3% |
| 6M | +3.8% | +3.8% | -0.1% | +2.0% |
| YTD | -15.3% | +14.4% | -29.7% | -19.2% |
| 1Y | -11.1% | +25.8% | -36.9% | -17.8% |
| All | +49.2% | +54.6% | -5.4% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling