-75.6%
GRAB vs AFRM
-20.4%
-55.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.6% |
| 7D | -5.3% | -7.0% | +1.7% | -3.9% |
| 30D | -8.6% | -7.8% | -0.8% | -7.1% |
| 3M | -1.2% | +5.3% | -6.5% | -2.5% |
| 6M | -16.6% | +42.6% | -59.2% | -23.3% |
| YTD | -31.5% | -2.8% | -28.7% | -32.2% |
| 1Y | -32.3% | -19.3% | -13.0% | -31.0% |
| 3Y | -10.7% | +231.0% | -241.7% | -40.5% |
| 5Y | -67.9% | -22.2% | -45.6% | -77.6% |
| All | -75.6% | -20.4% | -55.2% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling