+132.6%
AA vs GRAB
-74.3%
+207.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | -3.4% | -10.8% | +7.4% | -1.6% |
| 30D | -5.8% | -15.5% | +9.7% | -3.2% |
| 3M | -29.9% | -9.0% | -20.9% | -29.1% |
| 6M | -27.0% | -21.6% | -5.4% | -24.4% |
| YTD | -8.7% | -38.9% | +30.2% | -1.5% |
| 1Y | +50.6% | -44.8% | +95.5% | +65.3% |
| 3Y | +74.1% | -18.4% | +92.5% | +77.9% |
| 5Y | +2.6% | -71.6% | +74.2% | +4.8% |
| All | +132.6% | -74.3% | +207.0% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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