-71.2%
GRAB vs AFL
+133.8%
-205.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | -10.8% | -1.6% | -9.2% | -10.5% |
| 30D | -15.5% | -4.0% | -11.5% | -14.9% |
| 3M | -9.0% | -0.5% | -8.4% | -9.0% |
| 6M | -21.6% | +6.5% | -28.1% | -22.8% |
| YTD | -38.9% | +6.2% | -45.1% | -39.8% |
| 1Y | -44.8% | +8.3% | -53.1% | -46.0% |
| 3Y | -18.4% | +62.5% | -81.0% | -26.9% |
| All | -71.2% | +133.8% | -205.0% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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