+37.7%
TTWO vs AMIX
-100.0%
+137.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -20.0% | +23.0% | +2.9% |
| 7D | +10.7% | -8.1% | +18.8% | +10.7% |
| 30D | +10.8% | -52.3% | +63.0% | +10.7% |
| 3M | -7.7% | -83.8% | +76.1% | -7.9% |
| 6M | +4.4% | -79.0% | +83.4% | +5.3% |
| YTD | -9.7% | -87.2% | +77.5% | -8.7% |
| 1Y | -3.9% | -91.7% | +87.8% | -2.8% |
| All | +37.7% | -100.0% | +137.6% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 10y: compounded portfolio wealth divided by compounded AMIX 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…
10y analysis · Full analysis span regression · 6 months rolling