+185.4%
ADI vs GRAB
-72.7%
+258.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.0% | +5.2% | +0.9% |
| 7D | +2.4% | -6.1% | +8.5% | +3.3% |
| 30D | -6.6% | -11.2% | +4.6% | -5.2% |
| 3M | -9.8% | -2.4% | -7.4% | -9.8% |
| 6M | +15.7% | -18.3% | +34.0% | +18.4% |
| YTD | +35.1% | -34.9% | +70.0% | +42.2% |
| 1Y | +47.7% | -37.4% | +85.1% | +55.9% |
| 3Y | +114.5% | -12.6% | +127.1% | +114.3% |
| 5Y | +141.2% | -69.7% | +211.0% | +143.6% |
| All | +185.4% | -72.7% | +258.1% | +188.3% |
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