-72.7%
GRAB vs ALM
+1,543.7%
-1,616.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +8.8% | -13.8% | -5.5% |
| 7D | -6.1% | +8.4% | -14.5% | -6.6% |
| 30D | -11.2% | +34.8% | -46.0% | -13.1% |
| 3M | -2.4% | +16.2% | -18.6% | -4.0% |
| 6M | -18.3% | +2.1% | -20.5% | -19.6% |
| YTD | -34.9% | +117.0% | -151.9% | -39.4% |
| 1Y | -37.4% | +313.9% | -351.2% | -44.7% |
| 3Y | -12.6% | +2,327.9% | -2,340.6% | -30.7% |
| 5Y | -69.7% | +1,040.6% | -1,110.4% | -75.6% |
| All | -72.7% | +1,543.7% | -1,616.3% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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