+705.6%
TTWO vs AWK
+966.9%
-261.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.3% | +0.6% | -2.9% | -2.5% |
| 30D | -16.7% | +4.3% | -21.0% | -18.1% |
| 3M | -0.4% | +12.5% | -13.0% | -4.9% |
| 6M | -1.6% | +3.3% | -4.9% | -3.4% |
| YTD | -17.5% | +9.8% | -27.3% | -21.1% |
| 1Y | -14.8% | +2.9% | -17.7% | -16.8% |
| 3Y | +47.9% | +9.6% | +38.3% | +37.1% |
| 5Y | +34.5% | -16.7% | +51.1% | +37.9% |
| 10Y | +394.0% | +136.1% | +257.9% | +200.2% |
| All | +705.6% | +966.9% | -261.2% | +125.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling