-18.7%
GRAB vs ACM
-22.3%
+3.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.1% | -3.4% | -5.3% |
| 7D | -13.9% | -3.7% | -10.2% | -12.6% |
| 30D | -17.2% | -12.7% | -4.5% | -13.3% |
| 3M | -7.9% | -9.8% | +1.9% | -5.1% |
| 6M | -23.2% | -31.4% | +8.2% | -11.6% |
| YTD | -39.1% | -32.1% | -7.0% | -30.2% |
| 1Y | -42.5% | -47.8% | +5.3% | -26.0% |
| All | -18.7% | -22.3% | +3.6% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling