-43.2%
GRAB vs ACGL
+8.0%
-51.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -12.0% | -3.6% | -8.4% | -12.1% |
| 30D | -19.5% | -2.1% | -17.4% | -19.5% |
| 3M | -8.0% | +5.4% | -13.3% | -6.8% |
| 6M | -22.2% | 0.0% | -22.2% | -21.7% |
| YTD | -39.7% | +0.3% | -40.0% | -39.1% |
| 1Y | -43.2% | +6.2% | -49.4% | -41.1% |
| All | -43.2% | +8.0% | -51.2% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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