+40.9%
TTWO vs AVTR
-64.6%
+105.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +0.4% | -1.1% | +1.4% | +0.5% |
| 30D | -11.3% | +6.3% | -17.6% | -11.9% |
| 3M | +1.6% | +53.3% | -51.7% | -3.2% |
| 6M | +2.1% | +78.6% | -76.6% | -4.7% |
| YTD | -15.8% | +29.2% | -45.1% | -18.7% |
| 1Y | -12.6% | +13.8% | -26.4% | -15.1% |
| 3Y | +48.2% | -27.4% | +75.6% | +48.9% |
| All | +40.9% | -64.6% | +105.5% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 5y: compounded portfolio wealth divided by compounded AVTR 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…
5y analysis · Full analysis span regression · 6 months rolling