+382.3%
APP vs GRAB
-79.2%
+461.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.5% |
| 7D | +0.3% | -12.0% | +12.3% | +5.5% |
| 30D | -1.3% | -19.5% | +18.2% | +7.6% |
| 3M | -36.2% | -8.0% | -28.3% | -34.1% |
| 6M | -34.1% | -22.2% | -11.9% | -27.4% |
| YTD | -53.3% | -39.7% | -13.6% | -43.1% |
| 1Y | -44.5% | -43.2% | -1.3% | -31.3% |
| 3Y | +646.7% | -19.1% | +665.7% | +683.1% |
| 5Y | +306.4% | -72.0% | +378.4% | +400.6% |
| All | +382.3% | -79.2% | +461.5% | +499.1% |
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