+199.6%
ARM vs GRAB
-9.7%
+209.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +9.1% | -5.0% | +14.1% | +11.3% |
| 30D | -19.9% | +11.3% | -31.3% | -24.2% |
| 3M | -31.6% | -12.4% | -19.2% | -28.7% |
| 6M | -13.9% | -10.7% | -3.1% | -11.4% |
| YTD | +74.3% | -35.1% | +109.4% | +103.6% |
| 1Y | +35.8% | -41.5% | +77.3% | +65.3% |
| 3Y | +268.6% | -2.7% | +271.3% | +238.2% |
| All | +199.6% | -9.7% | +209.4% | +188.2% |
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