-80.2%
GRAB vs ALLE
+52.7%
-132.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -6.9% | +1.6% | -8.5% | -7.5% |
| 30D | +8.7% | +24.1% | -15.4% | -0.7% |
| 3M | -10.2% | +14.8% | -25.1% | -15.4% |
| 6M | -11.0% | +45.9% | -56.9% | -24.2% |
| YTD | -35.1% | +20.7% | -55.8% | -40.9% |
| 1Y | -44.0% | +14.2% | -58.2% | -47.8% |
| 3Y | -0.9% | +90.7% | -91.6% | -30.1% |
| 5Y | -80.2% | +50.6% | -130.8% | -88.1% |
| All | -80.2% | +52.7% | -132.9% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling