-74.4%
GRAB vs AMBA
-12.8%
-61.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +8.4% | -14.8% | -8.6% |
| 7D | -13.9% | +2.5% | -16.4% | -14.6% |
| 30D | -17.2% | -16.1% | -1.0% | -13.6% |
| 3M | -7.9% | +4.6% | -12.5% | -12.1% |
| 6M | -23.2% | +29.2% | -52.4% | -32.7% |
| YTD | -39.1% | -2.9% | -36.2% | -42.6% |
| 1Y | -42.5% | -18.7% | -23.8% | -44.0% |
| 3Y | -18.3% | +14.9% | -33.2% | -34.1% |
| 5Y | -71.7% | -53.0% | -18.7% | -73.4% |
| All | -74.4% | -12.8% | -61.6% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling