+261.2%
ARM vs TTWO
+39.5%
+221.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.5% | +10.2% | +7.8% |
| 7D | -5.3% | +8.0% | -13.3% | -8.2% |
| 30D | -30.0% | -2.8% | -27.2% | -29.6% |
| 3M | -34.1% | -15.9% | -18.2% | -30.3% |
| 6M | -12.6% | -5.9% | -6.7% | -13.3% |
| YTD | +70.4% | -19.0% | +89.4% | +81.7% |
| 1Y | +22.3% | -10.6% | +32.9% | +22.9% |
| 3Y | +261.2% | +41.7% | +219.4% | +165.4% |
| All | +261.2% | +39.5% | +221.6% | +165.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling