+103.4%
AMGN vs GRAB
-71.8%
+175.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.3% |
| 7D | -13.7% | -10.8% | -2.9% | -13.7% |
| 30D | -8.8% | -15.5% | +6.7% | -8.8% |
| 3M | +7.2% | -9.0% | +16.2% | +7.2% |
| 6M | +1.3% | -21.6% | +22.9% | +1.2% |
| YTD | +17.6% | -38.9% | +56.5% | +17.4% |
| 1Y | +37.2% | -44.8% | +82.0% | +36.8% |
| 3Y | +57.7% | -18.4% | +76.2% | +57.5% |
| All | +103.4% | -71.8% | +175.2% | +100.5% |
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