+40.9%
TTWO vs AWK
-17.6%
+58.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.5% |
| 7D | +0.4% | -2.1% | +2.5% | +0.7% |
| 30D | -11.3% | +2.1% | -13.4% | -11.6% |
| 3M | +1.6% | +11.4% | -9.8% | -0.2% |
| 6M | +2.1% | +3.9% | -1.8% | +1.3% |
| YTD | -15.8% | +7.7% | -23.5% | -17.1% |
| 1Y | -12.6% | +1.3% | -13.9% | -13.0% |
| 3Y | +48.2% | +7.2% | +41.0% | +43.0% |
| All | +40.9% | -17.6% | +58.5% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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