+80.1%
ADP vs GRAB
-71.2%
+151.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.4% | -5.3% | +1.8% | -3.2% |
| 30D | +2.8% | -8.6% | +11.3% | +3.2% |
| 3M | +20.9% | -1.2% | +22.1% | +21.0% |
| 6M | +29.9% | -16.6% | +46.5% | +30.9% |
| YTD | +9.6% | -31.5% | +41.1% | +11.5% |
| 1Y | -5.3% | -32.3% | +27.0% | -3.8% |
| 3Y | +16.5% | -10.7% | +27.2% | +16.0% |
| 5Y | +49.4% | -67.9% | +117.3% | +46.1% |
| All | +80.1% | -71.2% | +151.3% | +73.4% |
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