+13.8%
TTWO vs AFRM
-27.6%
+41.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.1% | -1.5% |
| 7D | +6.4% | -5.5% | +11.9% | +7.1% |
| 30D | +13.3% | -15.5% | +28.8% | +15.4% |
| 3M | -6.6% | -10.3% | +3.7% | -5.8% |
| 6M | +0.4% | +0.6% | -0.2% | -0.4% |
| YTD | -11.4% | -11.5% | +0.2% | -11.2% |
| 1Y | -5.6% | -16.6% | +11.0% | -5.0% |
| 3Y | +53.5% | +193.5% | -140.1% | +25.6% |
| 5Y | +20.8% | -55.8% | +76.6% | -2.6% |
| All | +13.8% | -27.6% | +41.3% | -8.6% |
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