-71.7%
GRAB vs ACM
+1.3%
-73.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.1% | -3.4% | -5.1% |
| 7D | -13.9% | -3.7% | -10.2% | -12.4% |
| 30D | -17.2% | -12.7% | -4.5% | -12.6% |
| 3M | -7.9% | -9.8% | +1.9% | -4.6% |
| 6M | -23.2% | -31.4% | +8.2% | -10.1% |
| YTD | -39.1% | -32.1% | -7.0% | -29.0% |
| 1Y | -42.5% | -47.8% | +5.3% | -24.0% |
| 3Y | -18.3% | -22.1% | +3.8% | -13.8% |
| All | -71.7% | +1.3% | -73.0% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling