+65.7%
AMGN vs GRAB
-39.6%
+105.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.7% | -4.0% | +2.5% |
| 7D | +5.9% | +22.2% | -16.3% | +2.6% |
| 30D | +18.7% | +6.0% | +12.7% | +17.7% |
| 3M | +23.4% | -9.7% | +33.1% | +24.2% |
| 6M | +49.7% | -7.2% | +56.9% | +50.0% |
| YTD | +49.2% | -32.7% | +81.8% | +52.7% |
| 1Y | +65.7% | -41.9% | +107.7% | +70.1% |
| All | +65.7% | -39.6% | +105.4% | +70.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling