-71.2%
GRAB vs ACM
+32.2%
-103.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -5.3% | -3.7% | -1.5% | -3.8% |
| 30D | -8.6% | -11.1% | +2.6% | -4.8% |
| 3M | -1.2% | -8.0% | +6.8% | +1.3% |
| 6M | -16.6% | -29.7% | +13.1% | -4.8% |
| YTD | -31.5% | -29.4% | -2.1% | -22.6% |
| 1Y | -32.3% | -46.4% | +14.2% | -14.1% |
| 3Y | -10.7% | -22.3% | +11.6% | -5.0% |
| 5Y | -67.9% | +4.5% | -72.3% | -69.2% |
| All | -71.2% | +32.2% | -103.4% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling