-72.7%
GRAB vs ALC
+10.7%
-83.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.0% | -3.0% | -4.2% |
| 7D | -6.1% | -3.7% | -2.4% | -4.6% |
| 30D | -11.2% | -3.7% | -7.5% | -9.8% |
| 3M | -2.4% | +4.6% | -7.0% | -4.4% |
| 6M | -18.3% | -14.6% | -3.7% | -13.4% |
| YTD | -34.9% | -11.9% | -23.0% | -32.0% |
| 1Y | -37.4% | -13.1% | -24.2% | -34.4% |
| 3Y | -12.6% | -15.0% | +2.4% | -10.3% |
| 5Y | -69.7% | -16.2% | -53.5% | -69.9% |
| All | -72.7% | +10.7% | -83.4% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling