+190.9%
AXP vs GRAB
-71.1%
+262.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.9% |
| 7D | -1.1% | +20.3% | -21.4% | -3.0% |
| 30D | +5.2% | +7.8% | -2.6% | +4.3% |
| 3M | -4.6% | -6.0% | +1.4% | -4.2% |
| 6M | +3.2% | -7.5% | +10.7% | +3.7% |
| YTD | -11.3% | -31.1% | +19.7% | -8.6% |
| 1Y | -11.0% | -38.1% | +27.1% | -7.4% |
| 3Y | +120.2% | +4.6% | +115.6% | +117.4% |
| 5Y | +91.7% | -77.9% | +169.7% | +87.7% |
| All | +190.9% | -71.1% | +262.0% | +208.5% |
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