-11.5%
AMT vs GRAB
-72.7%
+61.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.0% | +4.9% | +0.1% |
| 7D | -0.2% | -6.1% | +5.9% | 0.0% |
| 30D | +1.8% | -11.2% | +13.1% | +2.2% |
| 3M | -6.2% | -2.4% | -3.8% | -6.2% |
| 6M | -5.0% | -18.3% | +13.4% | -4.4% |
| YTD | +2.1% | -34.9% | +36.9% | +3.4% |
| 1Y | -5.7% | -37.4% | +31.6% | -4.5% |
| 3Y | +7.9% | -12.6% | +20.6% | +6.7% |
| 5Y | -32.3% | -69.7% | +37.4% | -32.9% |
| All | -11.5% | -72.7% | +61.1% | -13.7% |
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