+390.0%
TTWO vs AMT
+136.5%
+253.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +6.0% | +1.5% | +4.5% | +5.6% |
| 30D | +13.2% | +6.8% | +6.4% | +11.0% |
| 3M | -5.8% | +11.2% | -17.0% | -8.9% |
| 6M | +0.4% | +12.5% | -12.1% | -3.8% |
| YTD | -11.0% | +12.5% | -23.5% | -15.3% |
| 1Y | -4.1% | +10.1% | -14.2% | -8.2% |
| 3Y | +51.8% | +16.0% | +35.8% | +38.2% |
| 5Y | +21.3% | -17.2% | +38.4% | +23.9% |
| All | +390.0% | +136.5% | +253.6% | +234.8% |
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