+40.9%
TTWO vs AME
+89.9%
-49.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -3.9% | -1.8% |
| 7D | +0.4% | +1.7% | -1.4% | -0.3% |
| 30D | -11.3% | -6.4% | -4.9% | -9.3% |
| 3M | +1.6% | +7.1% | -5.5% | -1.3% |
| 6M | +2.1% | +8.2% | -6.1% | -1.8% |
| YTD | -15.8% | +18.2% | -34.0% | -22.0% |
| 1Y | -12.6% | +26.7% | -39.3% | -21.6% |
| 3Y | +48.2% | +60.7% | -12.5% | +16.3% |
| All | +40.9% | +89.9% | -49.0% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling