-71.7%
GRAB vs ABCL
-39.4%
-32.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.4% | -3.1% | -5.8% |
| 7D | -13.9% | -2.7% | -11.2% | -13.4% |
| 30D | -17.2% | +18.3% | -35.5% | -20.2% |
| 3M | -7.9% | +108.5% | -116.4% | -22.2% |
| 6M | -23.2% | +213.9% | -237.2% | -41.3% |
| YTD | -39.1% | +223.1% | -262.2% | -54.3% |
| 1Y | -42.5% | +160.6% | -203.1% | -55.5% |
| 3Y | -18.3% | +104.3% | -122.5% | -37.8% |
| 5Y | -71.7% | -40.0% | -31.7% | -75.2% |
| All | -71.7% | -39.4% | -32.3% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling