-71.2%
GRAB vs ALLE
+46.3%
-117.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -5.3% | -0.2% | -5.0% | -5.2% |
| 30D | -8.6% | -6.8% | -1.8% | -6.4% |
| 3M | -1.2% | +21.0% | -22.2% | -7.3% |
| 6M | -16.6% | +1.1% | -17.7% | -17.2% |
| YTD | -31.5% | -0.5% | -30.9% | -32.1% |
| 1Y | -32.3% | -7.3% | -25.0% | -31.4% |
| 3Y | -10.7% | +42.3% | -53.0% | -23.5% |
| 5Y | -67.9% | +13.5% | -81.3% | -75.5% |
| All | -71.2% | +46.3% | -117.5% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling