+56.8%
AMZN vs GRAB
-74.4%
+131.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | -0.6% |
| 7D | -1.0% | -13.9% | +12.9% | +1.6% |
| 30D | -9.2% | -17.2% | +7.9% | -6.2% |
| 3M | +3.4% | -7.9% | +11.2% | +4.9% |
| 6M | +18.2% | -23.2% | +41.5% | +23.5% |
| YTD | +9.3% | -39.1% | +48.4% | +18.6% |
| 1Y | +5.9% | -42.5% | +48.5% | +15.7% |
| 3Y | +82.6% | -18.3% | +100.9% | +84.6% |
| 5Y | +44.9% | -71.7% | +116.6% | +48.1% |
| All | +56.8% | -74.4% | +131.2% | +67.0% |
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