+843.0%
TTWO vs AMP
+2,095.9%
-1,252.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | +1.3% | -2.0% | +3.4% | +2.0% |
| 30D | -13.4% | -1.7% | -11.7% | -12.9% |
| 3M | +3.1% | +23.2% | -20.1% | -4.2% |
| 6M | +3.8% | +22.2% | -18.4% | -3.4% |
| YTD | -15.3% | +14.0% | -29.2% | -19.6% |
| 1Y | -11.1% | +14.0% | -25.1% | -15.8% |
| 3Y | +52.0% | +67.0% | -15.0% | +23.9% |
| 5Y | +40.9% | +123.2% | -82.3% | +1.9% |
| 10Y | +407.6% | +578.5% | -170.9% | +115.8% |
| All | +843.0% | +2,095.9% | -1,252.9% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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