-74.7%
GRAB vs ALK
-22.5%
-52.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -12.0% | -3.1% | -8.9% | -11.1% |
| 30D | -19.5% | -17.1% | -2.4% | -14.6% |
| 3M | -8.0% | -3.8% | -4.2% | -7.3% |
| 6M | -22.2% | -5.3% | -17.0% | -22.1% |
| YTD | -39.7% | -20.3% | -19.4% | -36.8% |
| 1Y | -43.2% | -36.0% | -7.2% | -36.5% |
| 3Y | -19.1% | +0.8% | -19.8% | -26.8% |
| 5Y | -72.0% | -28.5% | -43.5% | -72.0% |
| All | -74.7% | -22.5% | -52.2% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling