-76.4%
GRAB vs ABCL
-82.9%
+6.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.4% | -0.1% |
| 7D | -12.0% | -9.6% | -2.4% | -10.5% |
| 30D | -19.5% | +7.2% | -26.7% | -20.9% |
| 3M | -8.0% | +105.5% | -113.5% | -21.0% |
| 6M | -22.2% | +193.0% | -215.2% | -38.2% |
| YTD | -39.7% | +205.8% | -245.5% | -53.1% |
| 1Y | -43.2% | +144.4% | -187.6% | -54.4% |
| 3Y | -19.1% | +93.3% | -112.4% | -36.6% |
| 5Y | -72.0% | -44.9% | -27.1% | -74.5% |
| All | -76.4% | -82.9% | +6.5% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling