+21.5%
ADM vs GRAB
-18.9%
+40.5%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.5% | +8.9% | +2.5% |
| 7D | +1.4% | -13.9% | +15.3% | +1.6% |
| 30D | +8.2% | -17.2% | +25.4% | +8.5% |
| 3M | +8.7% | -7.9% | +16.6% | +8.7% |
| 6M | +29.1% | -23.2% | +52.3% | +29.6% |
| YTD | +53.7% | -39.1% | +92.7% | +55.4% |
| 1Y | +43.2% | -42.5% | +85.8% | +45.1% |
| All | +21.5% | -18.9% | +40.5% | +18.8% |
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