+88.0%
ALNY vs GRAB
-74.3%
+162.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | +0.3% |
| 7D | -6.5% | -10.8% | +4.3% | -5.0% |
| 30D | +11.0% | -15.5% | +26.6% | +13.7% |
| 3M | -14.1% | -9.0% | -5.1% | -13.1% |
| 6M | -22.4% | -21.6% | -0.8% | -20.0% |
| YTD | -37.5% | -38.9% | +1.4% | -33.3% |
| 1Y | -46.9% | -44.8% | -2.1% | -42.8% |
| 3Y | +22.1% | -18.4% | +40.5% | +21.2% |
| 5Y | +31.2% | -71.6% | +102.8% | +32.7% |
| All | +88.0% | -74.3% | +162.4% | +93.3% |
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