+394.9%
TTWO vs AMT
+109.6%
+285.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.5% |
| 7D | +0.4% | +1.1% | -0.8% | 0.0% |
| 30D | -11.3% | +4.4% | -15.7% | -12.5% |
| 3M | +1.6% | -5.2% | +6.8% | +2.7% |
| 6M | +2.1% | -0.8% | +2.9% | +1.5% |
| YTD | -15.8% | +3.3% | -19.1% | -17.8% |
| 1Y | -12.6% | -6.0% | -6.6% | -12.2% |
| 3Y | +48.2% | +9.6% | +38.6% | +36.6% |
| 5Y | +40.0% | -29.2% | +69.2% | +51.0% |
| All | +394.9% | +109.6% | +285.3% | +245.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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