+60.4%
AMGN vs GRAB
-30.1%
+90.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.1% | -5.3% | +6.4% | +1.4% |
| 30D | +7.8% | -8.6% | +16.4% | +8.3% |
| 3M | +27.3% | -1.2% | +28.4% | +27.2% |
| 6M | +16.8% | -16.6% | +33.4% | +17.3% |
| YTD | +36.3% | -31.5% | +67.8% | +36.4% |
| 1Y | +60.4% | -32.3% | +92.7% | +65.2% |
| All | +60.4% | -30.1% | +90.5% | +65.2% |
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 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