-30.9%
AMT vs GRAB
-71.6%
+40.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | 0.0% |
| 7D | +1.5% | -13.9% | +15.3% | +1.9% |
| 30D | +3.7% | -17.2% | +20.9% | +4.3% |
| 3M | -7.2% | -7.9% | +0.7% | -7.0% |
| 6M | -4.2% | -23.2% | +19.1% | -3.5% |
| YTD | +1.9% | -39.1% | +41.0% | +3.4% |
| 1Y | -6.4% | -42.5% | +36.2% | -5.0% |
| 3Y | +7.7% | -18.3% | +26.0% | +6.7% |
| 5Y | -30.9% | -71.7% | +40.8% | -33.5% |
| All | -30.9% | -71.6% | +40.7% | -33.5% |
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