+98.0%
TTWO vs AVTR
+1.1%
+96.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.6% |
| 7D | -2.3% | +1.6% | -3.9% | -2.6% |
| 30D | -16.7% | +8.4% | -25.1% | -17.9% |
| 3M | -0.4% | +50.2% | -50.6% | -7.5% |
| 6M | -1.6% | +82.6% | -84.2% | -12.0% |
| YTD | -17.5% | +29.8% | -47.4% | -22.0% |
| 1Y | -14.8% | +16.0% | -30.8% | -18.9% |
| 3Y | +47.9% | -26.4% | +74.3% | +48.7% |
| 5Y | +34.5% | -64.5% | +98.9% | +57.5% |
| All | +98.0% | +1.1% | +96.9% | +86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling