-22.2%
ACN vs GRAB
-72.7%
+50.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.0% | +0.9% | -3.7% |
| 7D | -4.8% | -6.1% | +1.3% | -4.3% |
| 30D | +1.9% | -11.2% | +13.1% | +2.9% |
| 3M | +3.9% | -2.4% | +6.3% | +3.9% |
| 6M | -15.0% | -18.3% | +3.3% | -13.7% |
| YTD | -31.9% | -34.9% | +3.0% | -29.6% |
| 1Y | -28.5% | -37.4% | +8.9% | -26.0% |
| 3Y | -41.9% | -12.6% | -29.3% | -42.2% |
| 5Y | -42.9% | -69.7% | +26.9% | -43.4% |
| All | -22.2% | -72.7% | +50.5% | -23.9% |
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