+126.7%
AMAT vs GRAB
-71.7%
+198.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +4.6% |
| 7D | -14.7% | +25.8% | -40.5% | -18.5% |
| 30D | -36.1% | +10.7% | -46.8% | -37.5% |
| 3M | -36.9% | -7.1% | -29.8% | -36.4% |
| 6M | -22.2% | -9.5% | -12.6% | -21.4% |
| YTD | +29.9% | -31.7% | +61.6% | +37.7% |
| 1Y | +43.3% | -39.4% | +82.7% | +54.9% |
| 3Y | +142.7% | +8.6% | +134.1% | +134.2% |
| All | +126.7% | -71.7% | +198.4% | +131.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling