-74.3%
GRAB vs ACM
+26.1%
-100.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.9% |
| 7D | -10.8% | -4.6% | -6.2% | -9.1% |
| 30D | -15.5% | +4.1% | -19.6% | -16.9% |
| 3M | -9.0% | -8.3% | -0.7% | -6.6% |
| 6M | -21.6% | -30.1% | +8.5% | -10.4% |
| YTD | -38.9% | -32.6% | -6.3% | -29.6% |
| 1Y | -44.8% | -49.6% | +4.7% | -28.2% |
| 3Y | -18.4% | -23.0% | +4.6% | -12.9% |
| 5Y | -71.6% | +2.0% | -73.6% | -72.3% |
| All | -74.3% | +26.1% | -100.5% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling