+23.4%
TTWO vs AMIX
-99.9%
+123.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +11.8% | -15.3% | -3.5% |
| 7D | +8.0% | +1.2% | +6.8% | +8.0% |
| 30D | -2.8% | -45.3% | +42.5% | -2.9% |
| 3M | -15.9% | -83.1% | +67.2% | -16.1% |
| 6M | -5.9% | -76.9% | +71.0% | -5.1% |
| YTD | -19.0% | -85.3% | +66.3% | -18.1% |
| 1Y | -10.6% | -89.8% | +79.2% | -9.6% |
| All | +23.4% | -99.9% | +123.4% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling