-71.2%
GRAB vs ALB
-48.5%
-22.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.8% | +2.1% |
| 7D | -10.8% | -6.6% | -4.2% | -9.5% |
| 30D | -15.5% | -8.1% | -7.4% | -14.1% |
| 3M | -9.0% | -25.7% | +16.7% | -3.4% |
| 6M | -21.6% | -29.5% | +7.9% | -16.8% |
| YTD | -38.9% | -16.2% | -22.7% | -38.4% |
| 1Y | -44.8% | +59.2% | -104.1% | -53.3% |
| 3Y | -18.4% | -33.7% | +15.3% | -17.3% |
| All | -71.2% | -48.5% | -22.7% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling