-71.2%
GRAB vs ALLY
+71.3%
-142.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -5.3% | +3.7% | -8.9% | -6.5% |
| 30D | -8.6% | -2.3% | -6.3% | -7.9% |
| 3M | -1.2% | +3.8% | -5.0% | -2.6% |
| 6M | -16.6% | +9.7% | -26.3% | -19.5% |
| YTD | -31.5% | -1.4% | -30.1% | -31.4% |
| 1Y | -32.3% | +8.2% | -40.5% | -34.5% |
| 3Y | -10.7% | +66.5% | -77.2% | -28.1% |
| 5Y | -67.9% | +1.2% | -69.1% | -70.1% |
| All | -71.2% | +71.3% | -142.6% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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