-72.7%
GRAB vs AG
+93.2%
-165.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.0% | -3.9% | -4.8% |
| 7D | -6.1% | +4.5% | -10.6% | -6.8% |
| 30D | -11.2% | +12.9% | -24.1% | -13.4% |
| 3M | -2.4% | +20.9% | -23.3% | -6.6% |
| 6M | -18.3% | -19.5% | +1.2% | -16.6% |
| YTD | -34.9% | +24.8% | -59.7% | -39.9% |
| 1Y | -37.4% | +120.2% | -157.6% | -49.0% |
| 3Y | -12.6% | +279.0% | -291.6% | -39.6% |
| 5Y | -69.7% | +67.9% | -137.7% | -76.4% |
| All | -72.7% | +93.2% | -165.8% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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