-12.6%
GRAB vs ALLE
+49.7%
-62.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.7% | -4.3% | -4.8% |
| 7D | -6.1% | +2.8% | -8.9% | -6.8% |
| 30D | -11.2% | -7.6% | -3.6% | -9.2% |
| 3M | -2.4% | +22.8% | -25.2% | -7.9% |
| 6M | -18.3% | +4.6% | -22.9% | -19.6% |
| YTD | -34.9% | -1.2% | -33.7% | -35.5% |
| 1Y | -37.4% | -9.1% | -28.2% | -36.4% |
| 3Y | -12.6% | +50.0% | -62.6% | -26.1% |
| All | -12.6% | +49.7% | -62.3% | -26.1% |
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