-71.2%
GRAB vs ALK
-18.8%
-52.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | -5.3% | -0.7% | -4.6% | -5.1% |
| 30D | -8.6% | -19.2% | +10.7% | -2.3% |
| 3M | -1.2% | -1.5% | +0.4% | -1.5% |
| 6M | -16.6% | -13.1% | -3.5% | -14.4% |
| YTD | -31.5% | -16.4% | -15.0% | -29.3% |
| 1Y | -32.3% | -33.1% | +0.8% | -25.4% |
| 3Y | -10.7% | +0.6% | -11.3% | -18.9% |
| 5Y | -67.9% | -26.4% | -41.5% | -68.2% |
| All | -71.2% | -18.8% | -52.4% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling