+200.0%
ABBV vs GRAB
-74.4%
+274.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.3% | +0.8% |
| 7D | -4.1% | -13.9% | +9.8% | -4.2% |
| 30D | +1.2% | -17.2% | +18.4% | +1.1% |
| 3M | +12.1% | -7.9% | +20.0% | +12.1% |
| 6M | +12.0% | -23.2% | +35.3% | +12.0% |
| YTD | +12.4% | -39.1% | +51.5% | +12.3% |
| 1Y | +22.9% | -42.5% | +65.5% | +22.7% |
| 3Y | +86.8% | -18.3% | +105.0% | +86.4% |
| 5Y | +181.0% | -71.7% | +252.7% | +178.6% |
| All | +200.0% | -74.4% | +274.4% | +201.8% |
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