-2.7%
GRAB vs ALLE
+94.0%
-96.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -5.0% | +3.6% | -8.5% | -5.9% |
| 30D | +11.3% | +25.9% | -14.5% | +4.1% |
| 3M | -12.4% | +15.8% | -28.2% | -16.2% |
| 6M | -10.7% | +48.1% | -58.8% | -20.3% |
| YTD | -35.1% | +22.0% | -57.0% | -39.6% |
| 1Y | -41.5% | +18.0% | -59.5% | -45.0% |
| 3Y | -2.7% | +93.1% | -95.8% | -25.0% |
| All | -2.7% | +94.0% | -96.7% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling