+174.6%
ARM vs GRAB
-5.0%
+179.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.7% | +5.5% |
| 7D | -15.2% | +25.8% | -41.1% | -23.6% |
| 30D | -40.7% | +10.7% | -51.4% | -43.6% |
| 3M | -39.1% | -7.1% | -32.0% | -38.0% |
| 6M | -26.4% | -9.5% | -16.9% | -24.6% |
| YTD | +59.7% | -31.7% | +91.4% | +82.9% |
| 1Y | +10.3% | -39.4% | +49.8% | +32.6% |
| 3Y | +228.9% | +8.6% | +220.3% | +186.9% |
| All | +174.6% | -5.0% | +179.6% | +158.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling