+363.3%
AMAT vs GRAB
-71.8%
+435.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +1.0% |
| 7D | -2.5% | +7.4% | -9.8% | -3.9% |
| 30D | -26.5% | +5.0% | -31.5% | -27.4% |
| 3M | -28.6% | -8.7% | -19.9% | -27.8% |
| 6M | -14.2% | -9.9% | -4.3% | -13.3% |
| YTD | +45.5% | -32.9% | +78.3% | +54.5% |
| 1Y | +59.3% | -43.2% | +102.6% | +74.1% |
| 3Y | +153.1% | +2.4% | +150.7% | +146.4% |
| 5Y | +158.2% | -77.9% | +236.1% | +184.5% |
| All | +363.3% | -71.8% | +435.1% | +366.4% |
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