+74.2%
AA vs GRAB
-19.7%
+93.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.0% | -3.8% | -4.5% |
| 7D | -5.4% | -12.0% | +6.6% | -1.5% |
| 30D | -10.7% | -19.5% | +8.8% | -4.3% |
| 3M | -26.2% | -8.0% | -18.2% | -25.0% |
| 6M | -20.9% | -22.2% | +1.3% | -15.1% |
| YTD | -8.6% | -39.7% | +31.0% | +7.5% |
| 1Y | +57.4% | -43.2% | +100.6% | +88.7% |
| All | +74.2% | -19.7% | +93.9% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling