-41.9%
GRAB vs ALLE
+18.6%
-60.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.8% | +5.9% | +7.3% |
| 7D | +22.2% | +6.7% | +15.5% | +20.3% |
| 30D | +6.0% | +25.4% | -19.4% | +0.3% |
| 3M | -9.7% | +16.9% | -26.6% | -13.2% |
| 6M | -7.2% | +46.6% | -53.7% | -14.2% |
| YTD | -32.7% | +22.4% | -55.1% | -39.1% |
| 1Y | -41.9% | +17.7% | -59.7% | -46.9% |
| All | -41.9% | +18.6% | -60.5% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling