-9.5%
AAL vs GRAB
-72.7%
+63.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.0% | +3.3% | -0.8% |
| 7D | -0.3% | -6.1% | +5.8% | +0.8% |
| 30D | -19.0% | -11.2% | -7.8% | -17.3% |
| 3M | -5.1% | -2.4% | -2.7% | -4.6% |
| 6M | +15.5% | -18.3% | +33.8% | +19.7% |
| YTD | -15.8% | -34.9% | +19.1% | -9.6% |
| 1Y | -0.3% | -37.4% | +37.1% | +7.4% |
| 3Y | -7.7% | -12.6% | +5.0% | -7.0% |
| 5Y | -32.5% | -69.7% | +37.2% | -32.5% |
| All | -9.5% | -72.7% | +63.1% | -2.3% |
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