+7.6%
TTWO vs AFRM
-20.4%
+28.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.6% |
| 7D | -8.8% | -7.0% | -1.8% | -8.0% |
| 30D | -8.6% | -7.8% | -0.8% | -7.8% |
| 3M | -0.9% | +5.3% | -6.2% | -1.9% |
| 6M | -0.5% | +42.6% | -43.1% | -5.4% |
| YTD | -16.1% | -2.8% | -13.4% | -16.7% |
| 1Y | -10.8% | -19.3% | +8.5% | -10.1% |
| 3Y | +51.4% | +231.0% | -179.6% | +21.5% |
| 5Y | +33.7% | -22.2% | +56.0% | +6.7% |
| All | +7.6% | -20.4% | +28.0% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling