+394.9%
TTWO vs ARMK
+146.1%
+248.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.8% | -1.1% |
| 7D | +0.4% | +3.1% | -2.8% | -0.1% |
| 30D | -11.3% | -2.8% | -8.5% | -11.0% |
| 3M | +1.6% | +7.6% | -6.0% | +0.4% |
| 6M | +2.1% | +47.9% | -45.8% | -3.7% |
| YTD | -15.8% | +60.0% | -75.9% | -21.5% |
| 1Y | -12.6% | +52.2% | -64.8% | -18.0% |
| 3Y | +48.2% | +131.4% | -83.2% | +30.6% |
| 5Y | +40.0% | +163.2% | -123.2% | +21.2% |
| All | +394.9% | +146.1% | +248.8% | +388.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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