+315.5%
ARM vs TTWO
+46.0%
+269.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | +12.5% | -2.3% | +14.8% | +13.6% |
| 30D | -1.4% | -16.7% | +15.4% | +6.2% |
| 3M | -18.7% | -0.4% | -18.2% | -20.3% |
| 6M | +124.6% | -1.6% | +126.3% | +119.1% |
| YTD | +141.7% | -17.5% | +159.3% | +158.8% |
| 1Y | +87.7% | -14.8% | +102.5% | +96.4% |
| All | +315.5% | +46.0% | +269.5% | +200.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 10y: compounded portfolio wealth divided by compounded TTWO 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…
10y analysis · Full analysis span regression · 6 months rolling