-10.4%
AMT vs GRAB
-74.3%
+63.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.8% |
| 7D | +1.1% | -10.8% | +12.0% | +1.5% |
| 30D | +4.4% | -15.5% | +19.9% | +4.9% |
| 3M | -5.2% | -9.0% | +3.8% | -4.9% |
| 6M | -0.8% | -21.6% | +20.8% | -0.1% |
| YTD | +3.3% | -38.9% | +42.2% | +4.9% |
| 1Y | -6.0% | -44.8% | +38.8% | -4.3% |
| 3Y | +9.6% | -18.4% | +28.0% | +8.6% |
| 5Y | -29.2% | -71.6% | +42.4% | -29.7% |
| All | -10.4% | -74.3% | +63.9% | -12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling