-18.7%
GRAB vs ABCL
+103.9%
-122.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.4% | -3.1% | -6.1% |
| 7D | -13.9% | -2.7% | -11.2% | -13.6% |
| 30D | -17.2% | +18.3% | -35.5% | -19.1% |
| 3M | -7.9% | +108.5% | -116.4% | -17.5% |
| 6M | -23.2% | +213.9% | -237.2% | -35.5% |
| YTD | -39.1% | +223.1% | -262.2% | -49.5% |
| 1Y | -42.5% | +160.6% | -203.1% | -51.2% |
| All | -18.7% | +103.9% | -122.6% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling