-12.6%
TTWO vs AMRZ
-19.2%
+6.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | -2.3% | -4.7% | +2.3% | -1.8% |
| 30D | -16.7% | -11.3% | -5.5% | -15.7% |
| 3M | -0.4% | -22.1% | +21.6% | +2.0% |
| 6M | -1.6% | -29.6% | +28.0% | +2.3% |
| YTD | -17.5% | -23.3% | +5.8% | -15.6% |
| 1Y | -14.8% | -23.7% | +8.9% | -13.0% |
| All | -12.6% | -19.2% | +6.6% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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