+33.8%
TTWO vs AFRM
-21.7%
+55.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.6% | +3.1% | -4.6% | -2.0% |
| 30D | -13.5% | -4.2% | -9.3% | -13.1% |
| 3M | +0.3% | +10.1% | -9.8% | -1.4% |
| 6M | +0.8% | +39.4% | -38.6% | -4.4% |
| YTD | -16.7% | -3.2% | -13.5% | -17.3% |
| 1Y | -14.3% | -16.1% | +1.8% | -14.0% |
| 3Y | +49.4% | +220.8% | -171.4% | +16.0% |
| 5Y | +33.8% | -17.7% | +51.4% | +6.8% |
| All | +33.8% | -21.7% | +55.5% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling