-71.2%
GRAB vs ALB
-1.8%
-69.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +1.0% |
| 7D | -5.3% | -8.1% | +2.8% | -3.4% |
| 30D | -8.6% | +6.3% | -14.8% | -10.1% |
| 3M | -1.2% | -23.6% | +22.4% | +4.4% |
| 6M | -16.6% | -24.6% | +8.0% | -12.6% |
| YTD | -31.5% | -10.3% | -21.2% | -31.9% |
| 1Y | -32.3% | +61.5% | -93.7% | -43.1% |
| 3Y | -10.7% | -34.0% | +23.3% | -9.2% |
| 5Y | -67.9% | -44.6% | -23.3% | -67.4% |
| All | -71.2% | -1.8% | -69.4% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling