-45.6%
GRAB vs ALC
-14.0%
-31.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.8% | -0.3% |
| 7D | -12.0% | -7.7% | -4.3% | -10.2% |
| 30D | -19.5% | -11.7% | -7.8% | -17.1% |
| 3M | -8.0% | +0.7% | -8.6% | -7.9% |
| 6M | -22.2% | -17.1% | -5.1% | -18.4% |
| YTD | -39.7% | -15.1% | -24.5% | -36.8% |
| All | -45.6% | -14.0% | -31.6% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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