-44.8%
GRAB vs ABCL
+152.1%
-196.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | +0.8% |
| 7D | -10.8% | -4.7% | -6.1% | -10.3% |
| 30D | -15.5% | +5.2% | -20.7% | -16.3% |
| 3M | -9.0% | +106.6% | -115.6% | -18.8% |
| 6M | -21.6% | +198.4% | -219.9% | -35.1% |
| YTD | -38.9% | +218.4% | -257.3% | -50.6% |
| 1Y | -44.8% | +136.2% | -181.1% | -51.7% |
| All | -44.8% | +152.1% | -196.9% | -51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling