-41.9%
GRAB vs ALB
+4.7%
-46.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +5.3% | +2.4% | +7.1% |
| 7D | +22.2% | -2.1% | +24.2% | +22.4% |
| 30D | +6.0% | -9.0% | +15.0% | +6.9% |
| 3M | -9.7% | -21.1% | +11.5% | -7.7% |
| 6M | -7.2% | -49.9% | +42.7% | -0.3% |
| YTD | -32.7% | -32.3% | -0.4% | -32.4% |
| 1Y | -41.9% | +8.6% | -50.5% | -47.4% |
| All | -41.9% | +4.7% | -46.7% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling