+5.9%
ABT vs GRAB
-18.7%
+24.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.4% |
| 7D | -5.9% | -10.8% | +4.9% | -5.7% |
| 30D | -8.1% | -15.5% | +7.4% | -7.8% |
| 3M | +14.5% | -9.0% | +23.5% | +14.7% |
| 6M | -6.3% | -21.6% | +15.3% | -6.0% |
| YTD | -17.1% | -38.9% | +21.8% | -16.7% |
| 1Y | -21.4% | -44.8% | +23.5% | -20.9% |
| 3Y | +5.9% | -18.4% | +24.4% | +6.8% |
| All | +5.9% | -18.7% | +24.6% | +6.8% |
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 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