-33.9%
GRAB vs ADVB
-89.4%
+55.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.3% | -1.1% | -6.4% |
| 7D | -13.9% | -13.0% | -0.9% | -13.8% |
| 30D | -17.2% | +7.5% | -24.6% | -17.2% |
| 3M | -7.9% | +129.1% | -137.0% | -11.1% |
| 6M | -23.2% | +71.7% | -94.9% | -26.0% |
| YTD | -39.1% | +45.5% | -84.6% | -40.9% |
| 1Y | -42.5% | -2.7% | -39.8% | -43.5% |
| All | -33.9% | -89.4% | +55.5% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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