-72.7%
GRAB vs ACI
+17.2%
-89.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.3% | -1.7% | -5.2% |
| 7D | -6.1% | -2.6% | -3.5% | -6.3% |
| 30D | -11.2% | +1.1% | -12.3% | -11.1% |
| 3M | -2.4% | -23.6% | +21.2% | -4.4% |
| 6M | -18.3% | -29.9% | +11.6% | -20.5% |
| YTD | -34.9% | -26.9% | -8.0% | -36.3% |
| 1Y | -37.4% | -34.2% | -3.1% | -39.2% |
| 3Y | -12.6% | -43.6% | +31.0% | -16.3% |
| 5Y | -69.7% | -42.4% | -27.3% | -70.2% |
| All | -72.7% | +17.2% | -89.8% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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