+149.4%
AA vs GRAB
-72.7%
+222.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.0% | +8.5% | +4.4% |
| 7D | +1.7% | -6.1% | +7.7% | +2.7% |
| 30D | +3.3% | -11.2% | +14.5% | +5.3% |
| 3M | -29.4% | -2.4% | -27.0% | -29.4% |
| 6M | -12.8% | -18.3% | +5.5% | -10.3% |
| YTD | -2.1% | -34.9% | +32.7% | +4.5% |
| 1Y | +62.8% | -37.4% | +100.1% | +75.0% |
| 3Y | +90.5% | -12.6% | +103.1% | +92.5% |
| 5Y | +19.1% | -69.7% | +88.8% | +20.3% |
| All | +149.4% | -72.7% | +222.1% | +147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling