-17.2%
TTWO vs AFRM
+8.5%
-25.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.0% | +2.1% | +6.2% |
| 7D | +7.0% | +3.1% | +3.9% | +6.4% |
| 30D | +2.7% | +1.1% | +1.5% | +2.3% |
| 3M | -13.0% | -3.2% | -9.8% | -12.9% |
| 6M | -7.2% | +12.7% | -19.9% | -10.2% |
| YTD | -18.4% | +1.6% | -20.0% | -24.0% |
| 1Y | -17.2% | +5.9% | -23.1% | -22.5% |
| All | -17.2% | +8.5% | -25.8% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 1y: compounded portfolio wealth divided by compounded AFRM 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…
1y analysis · Full analysis span regression · 6 months rolling