+1,199.0%
TTWO vs ARMK
+357.2%
+841.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | -1.6% | +1.7% | -3.3% | -1.8% |
| 30D | -13.5% | +3.1% | -16.6% | -14.0% |
| 3M | +0.3% | +9.2% | -8.9% | -1.2% |
| 6M | +0.8% | +43.7% | -42.8% | -5.1% |
| YTD | -16.7% | +57.4% | -74.1% | -22.8% |
| 1Y | -14.3% | +51.9% | -66.1% | -20.2% |
| 3Y | +49.4% | +125.4% | -76.0% | +29.8% |
| 5Y | +33.8% | +149.1% | -115.3% | +13.9% |
| 10Y | +392.8% | +135.4% | +257.4% | +346.8% |
| All | +1,199.0% | +357.2% | +841.8% | +911.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling