+185.4%
ARM vs GRAB
-6.7%
+192.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -1.6% |
| 7D | -10.4% | +7.4% | -17.7% | -13.4% |
| 30D | -31.8% | +5.0% | -36.9% | -33.7% |
| 3M | -32.2% | -8.7% | -23.5% | -30.5% |
| 6M | -14.9% | -9.9% | -5.0% | -12.6% |
| YTD | +66.0% | -32.9% | +98.9% | +91.4% |
| 1Y | +17.2% | -43.2% | +60.4% | +44.7% |
| 3Y | +247.2% | +2.4% | +244.8% | +212.1% |
| All | +185.4% | -6.7% | +192.1% | +171.1% |
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