-13.5%
AMT vs GRAB
-79.2%
+65.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.5% | -5.0% | +6.5% | +1.7% |
| 30D | +6.8% | +11.3% | -4.5% | +6.4% |
| 3M | +11.2% | -12.4% | +23.6% | +11.6% |
| 6M | +12.5% | -10.7% | +23.2% | +12.7% |
| YTD | +12.5% | -35.1% | +47.6% | +13.8% |
| 1Y | +10.1% | -41.5% | +51.6% | +11.8% |
| 3Y | +16.0% | -2.7% | +18.7% | +13.8% |
| All | -13.5% | -79.2% | +65.7% | -16.9% |
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