-71.2%
GRAB vs ACGL
+212.5%
-283.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | -5.3% | -0.7% | -4.5% | -5.2% |
| 30D | -8.6% | -1.0% | -7.6% | -8.5% |
| 3M | -1.2% | +11.0% | -12.2% | -1.8% |
| 6M | -16.6% | -0.3% | -16.3% | -16.6% |
| YTD | -31.5% | +2.3% | -33.7% | -31.6% |
| 1Y | -32.3% | +6.4% | -38.7% | -32.6% |
| 3Y | -10.7% | +34.0% | -44.7% | -11.9% |
| 5Y | -67.9% | +161.6% | -229.5% | -67.7% |
| All | -71.2% | +212.5% | -283.8% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling