+397.5%
TTWO vs AVAV
+339.7%
+57.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.2% | +2.9% |
| 7D | +10.7% | +9.9% | +0.9% | +9.2% |
| 30D | +10.8% | -5.4% | +16.2% | +11.0% |
| 3M | -7.7% | -36.5% | +28.9% | -3.2% |
| 6M | +4.4% | -25.3% | +29.7% | +6.1% |
| YTD | -9.7% | -48.6% | +38.9% | -5.3% |
| 1Y | -3.9% | -62.1% | +58.2% | +4.4% |
| 3Y | +56.4% | +2.3% | +54.1% | +41.8% |
| 5Y | +24.6% | +35.4% | -10.8% | +4.9% |
| All | +397.5% | +339.7% | +57.8% | +236.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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