-11.1%
TTWO vs AVAV
-36.6%
+25.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.5% | -1.7% | +2.4% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | -13.4% | -25.0% | +11.6% | -11.6% |
| 3M | +3.1% | -15.0% | +18.0% | +3.9% |
| 6M | +3.8% | -33.6% | +37.4% | +6.2% |
| YTD | -15.3% | -39.2% | +23.9% | -12.9% |
| 1Y | -11.1% | -40.5% | +29.4% | -0.2% |
| All | -11.1% | -36.6% | +25.5% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling