+296.4%
ARM vs TTWO
+48.5%
+247.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.7% | +3.8% |
| 7D | +5.5% | -8.8% | +14.2% | +9.4% |
| 30D | -8.2% | -8.6% | +0.4% | -5.2% |
| 3M | -35.9% | -0.9% | -35.0% | -36.9% |
| 6M | +103.1% | -0.5% | +103.6% | +97.4% |
| YTD | +130.6% | -16.1% | +146.8% | +145.2% |
| 1Y | +86.1% | -10.8% | +96.9% | +89.9% |
| All | +296.4% | +48.5% | +247.9% | +184.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling