+311.3%
ARM vs TTWO
+47.5%
+263.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +4.0% |
| 7D | +11.4% | -1.6% | +12.9% | +12.1% |
| 30D | -7.4% | -13.5% | +6.0% | -2.1% |
| 3M | -24.5% | +0.3% | -24.8% | -26.2% |
| 6M | +128.7% | +0.8% | +127.8% | +120.4% |
| YTD | +139.3% | -16.7% | +155.9% | +155.1% |
| 1Y | +88.0% | -14.3% | +102.2% | +96.3% |
| All | +311.3% | +47.5% | +263.8% | +195.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling