-72.0%
GRAB vs ALK
-31.3%
-40.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -12.0% | -3.1% | -8.9% | -11.0% |
| 30D | -19.5% | -17.1% | -2.4% | -14.2% |
| 3M | -8.0% | -3.8% | -4.2% | -7.3% |
| 6M | -22.2% | -5.3% | -17.0% | -22.2% |
| YTD | -39.7% | -20.3% | -19.4% | -36.6% |
| 1Y | -43.2% | -36.0% | -7.2% | -35.9% |
| 3Y | -19.1% | +0.8% | -19.8% | -28.5% |
| 5Y | -72.0% | -28.5% | -43.5% | -70.8% |
| All | -72.0% | -31.3% | -40.7% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling