+107.6%
AMGN vs GRAB
-74.4%
+182.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.5% |
| 7D | -11.6% | -13.9% | +2.2% | -11.6% |
| 30D | -5.7% | -17.2% | +11.5% | -5.6% |
| 3M | +14.2% | -7.9% | +22.1% | +14.3% |
| 6M | +5.2% | -23.2% | +28.4% | +5.2% |
| YTD | +22.0% | -39.1% | +61.1% | +21.9% |
| 1Y | +43.6% | -42.5% | +86.2% | +43.5% |
| 3Y | +65.0% | -18.3% | +83.3% | +64.7% |
| 5Y | +112.0% | -71.7% | +183.8% | +111.2% |
| All | +107.6% | -74.4% | +182.1% | +106.6% |
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