+1,082.3%
TTWO vs AVAV
+478.6%
+603.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | -8.8% | -2.2% | -6.6% | -8.5% |
| 30D | -8.6% | -13.9% | +5.3% | -6.7% |
| 3M | -0.9% | -29.2% | +28.3% | +3.2% |
| 6M | -0.5% | -36.1% | +35.6% | +4.3% |
| YTD | -16.1% | -40.2% | +24.1% | -12.4% |
| 1Y | -10.8% | -36.2% | +25.4% | -8.8% |
| 3Y | +51.4% | +47.5% | +3.8% | +27.2% |
| 5Y | +33.7% | +39.3% | -5.6% | +9.4% |
| 10Y | +380.3% | +482.6% | -102.3% | +172.2% |
| All | +1,082.3% | +478.6% | +603.7% | +498.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling