-18.7%
GRAB vs ALC
-16.2%
-2.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.0% | -5.5% | -6.2% |
| 7D | -13.9% | -5.3% | -8.6% | -12.5% |
| 30D | -17.2% | -7.1% | -10.1% | -15.4% |
| 3M | -7.9% | +0.8% | -8.7% | -8.1% |
| 6M | -23.2% | -16.0% | -7.2% | -19.5% |
| YTD | -39.1% | -12.7% | -26.3% | -36.8% |
| 1Y | -42.5% | -12.8% | -29.7% | -40.5% |
| All | -18.7% | -16.2% | -2.5% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling