+8.0%
TTWO vs AFRM
-21.4%
+29.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.3% |
| 7D | +0.4% | -1.3% | +1.6% | +0.5% |
| 30D | -11.3% | -2.7% | -8.7% | -11.2% |
| 3M | +1.6% | +7.4% | -5.8% | +0.4% |
| 6M | +2.1% | +40.7% | -38.6% | -2.8% |
| YTD | -15.8% | -4.0% | -11.8% | -16.3% |
| 1Y | -12.6% | -12.2% | -0.4% | -12.8% |
| 3Y | +48.2% | +203.1% | -154.9% | +20.2% |
| 5Y | +40.0% | -42.2% | +82.2% | +11.7% |
| All | +8.0% | -21.4% | +29.4% | -13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling