-18.7%
GRAB vs ALK
+1.1%
-19.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.5% | -6.2% |
| 7D | -13.9% | -3.0% | -10.9% | -13.1% |
| 30D | -17.2% | -14.6% | -2.6% | -13.6% |
| 3M | -7.9% | -10.6% | +2.7% | -5.5% |
| 6M | -23.2% | -6.7% | -16.5% | -22.8% |
| YTD | -39.1% | -19.8% | -19.3% | -36.8% |
| 1Y | -42.5% | -35.2% | -7.3% | -37.2% |
| All | -18.7% | +1.1% | -19.8% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling