-23.9%
ADSK vs GRAB
-74.3%
+50.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.1% |
| 7D | -2.5% | -10.8% | +8.3% | -0.6% |
| 30D | -14.9% | -15.5% | +0.6% | -12.4% |
| 3M | +3.3% | -9.0% | +12.3% | +4.9% |
| 6M | -15.7% | -21.6% | +5.9% | -12.3% |
| YTD | -28.2% | -38.9% | +10.6% | -22.3% |
| 1Y | -34.5% | -44.8% | +10.3% | -28.2% |
| 3Y | -2.9% | -18.4% | +15.6% | -3.0% |
| 5Y | -25.3% | -71.6% | +46.3% | -23.2% |
| All | -23.9% | -74.3% | +50.4% | -21.5% |
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