-72.0%
GRAB vs AMBA
-20.8%
-51.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.5% |
| 7D | -0.9% | +2.6% | -3.5% | -1.9% |
| 30D | +5.7% | -3.6% | +9.3% | +6.1% |
| 3M | -11.0% | -24.6% | +13.6% | -5.5% |
| 6M | -8.8% | -21.6% | +12.8% | -8.3% |
| YTD | -33.3% | -11.8% | -21.5% | -36.2% |
| 1Y | -43.4% | -33.2% | -10.2% | -41.8% |
| 3Y | +1.8% | +24.5% | -22.6% | -21.2% |
| 5Y | -80.5% | -67.7% | -12.8% | -80.0% |
| All | -72.0% | -20.8% | -51.2% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling