-12.6%
GRAB vs ACGL
+29.4%
-42.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.4% | -2.5% | -4.7% |
| 7D | -6.1% | -2.9% | -3.1% | -5.8% |
| 30D | -11.2% | -2.8% | -8.4% | -10.9% |
| 3M | -2.4% | +6.8% | -9.2% | -3.0% |
| 6M | -18.3% | -1.5% | -16.8% | -18.2% |
| YTD | -34.9% | -0.2% | -34.7% | -34.9% |
| 1Y | -37.4% | +5.3% | -42.7% | -37.8% |
| 3Y | -12.6% | +30.3% | -42.9% | -17.7% |
| All | -12.6% | +29.4% | -42.0% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling