+5,346.0%
TTWO vs AME
+9,279.3%
-3,933.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.6% | +2.8% | -4.3% | -2.7% |
| 30D | -13.5% | -6.3% | -7.2% | -11.1% |
| 3M | +0.3% | +5.4% | -5.0% | -2.3% |
| 6M | +0.8% | +7.4% | -6.6% | -3.3% |
| YTD | -16.7% | +16.2% | -32.9% | -22.9% |
| 1Y | -14.3% | +26.8% | -41.1% | -24.0% |
| 3Y | +49.4% | +57.5% | -8.1% | +18.3% |
| 5Y | +33.8% | +84.8% | -51.1% | -2.3% |
| 10Y | +392.8% | +424.3% | -31.5% | +110.4% |
| All | +5,346.0% | +9,279.3% | -3,933.2% | +822.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling