-18.7%
GRAB vs ALB
-29.2%
+10.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.8% | -3.6% | -6.0% |
| 7D | -13.9% | -8.6% | -5.3% | -12.7% |
| 30D | -17.2% | -4.0% | -13.1% | -16.8% |
| 3M | -7.9% | -17.4% | +9.5% | -5.6% |
| 6M | -23.2% | -25.4% | +2.1% | -20.7% |
| YTD | -39.1% | -10.5% | -28.5% | -39.3% |
| 1Y | -42.5% | +75.8% | -118.4% | -49.4% |
| All | -18.7% | -29.2% | +10.5% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling