+187.9%
AXP vs GRAB
-71.3%
+259.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.0% |
| 7D | +0.6% | +25.8% | -25.2% | -1.8% |
| 30D | +5.8% | +10.7% | -4.9% | +4.6% |
| 3M | -6.0% | -7.1% | +1.1% | -5.6% |
| 6M | +0.3% | -9.5% | +9.8% | +0.9% |
| YTD | -12.3% | -31.7% | +19.4% | -9.4% |
| 1Y | -11.2% | -39.4% | +28.2% | -7.4% |
| 3Y | +117.0% | +8.6% | +108.4% | +113.8% |
| 5Y | +93.2% | -71.4% | +164.6% | +89.3% |
| All | +187.9% | -71.3% | +259.2% | +205.6% |
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