-71.7%
GRAB vs ALLE
+11.9%
-83.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.8% | -3.7% | -5.4% |
| 7D | -13.9% | -2.2% | -11.7% | -13.1% |
| 30D | -17.2% | -8.3% | -8.8% | -14.2% |
| 3M | -7.9% | +16.3% | -24.1% | -13.3% |
| 6M | -23.2% | +1.8% | -25.0% | -24.1% |
| YTD | -39.1% | -3.9% | -35.1% | -38.9% |
| 1Y | -42.5% | -10.0% | -32.5% | -40.8% |
| 3Y | -18.3% | +45.8% | -64.1% | -34.2% |
| 5Y | -71.7% | +13.3% | -85.0% | -78.2% |
| All | -71.7% | +11.9% | -83.6% | -78.2% |
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