+26.8%
AZN vs GRAB
-18.7%
+45.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | -1.6% | -10.8% | +9.3% | -0.8% |
| 30D | +1.1% | -15.5% | +16.6% | +2.1% |
| 3M | -12.1% | -9.0% | -3.2% | -11.8% |
| 6M | -17.1% | -21.6% | +4.5% | -15.9% |
| YTD | -12.0% | -38.9% | +26.9% | -9.2% |
| 1Y | -0.2% | -44.8% | +44.6% | +3.4% |
| 3Y | +26.8% | -18.4% | +45.2% | +25.0% |
| All | +26.8% | -18.7% | +45.4% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling