-78.3%
GRAB vs AFRM
-21.4%
-56.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.7% | +0.3% |
| 7D | -10.8% | -1.3% | -9.6% | -10.6% |
| 30D | -15.5% | -2.7% | -12.8% | -15.1% |
| 3M | -9.0% | +7.4% | -16.4% | -10.5% |
| 6M | -21.6% | +40.7% | -62.3% | -27.6% |
| YTD | -38.9% | -4.0% | -34.9% | -39.3% |
| 1Y | -44.8% | -12.2% | -32.6% | -44.7% |
| 3Y | -18.4% | +203.1% | -221.5% | -44.5% |
| 5Y | -71.6% | -42.2% | -29.4% | -79.4% |
| All | -78.3% | -21.4% | -56.9% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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