-10.6%
BA vs GRAB
-39.6%
+29.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.7% | -5.6% | +0.3% |
| 7D | +5.9% | +22.2% | -16.3% | +0.7% |
| 30D | -8.2% | +6.0% | -14.2% | -9.4% |
| 3M | -25.4% | -9.7% | -15.7% | -23.1% |
| 6M | -20.0% | -7.2% | -12.8% | -18.9% |
| YTD | -18.5% | -32.7% | +14.2% | -13.1% |
| 1Y | -10.6% | -41.9% | +31.3% | -2.3% |
| All | -10.6% | -39.6% | +29.0% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling