-73.2%
GRAB vs ABCL
-81.3%
+8.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -5.3% | +0.7% | -6.0% | -5.4% |
| 30D | -8.6% | +93.1% | -101.6% | -19.7% |
| 3M | -1.2% | +79.4% | -80.6% | -13.0% |
| 6M | -16.6% | +214.9% | -231.5% | -34.5% |
| YTD | -31.5% | +234.2% | -265.7% | -47.5% |
| 1Y | -32.3% | +174.8% | -207.0% | -46.7% |
| 3Y | -10.7% | +104.5% | -115.2% | -30.5% |
| 5Y | -67.9% | -39.0% | -28.8% | -71.2% |
| All | -73.2% | -81.3% | +8.1% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling