-71.2%
GRAB vs AMBA
-20.3%
-50.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -5.3% | -11.0% | +5.7% | -2.4% |
| 30D | -8.6% | -23.2% | +14.6% | -2.3% |
| 3M | -1.2% | -12.7% | +11.6% | -1.0% |
| 6M | -16.6% | +11.2% | -27.8% | -23.7% |
| YTD | -31.5% | -11.2% | -20.2% | -33.8% |
| 1Y | -32.3% | -22.5% | -9.7% | -33.1% |
| 3Y | -10.7% | -1.3% | -9.4% | -24.5% |
| 5Y | -67.9% | -54.2% | -13.7% | -69.5% |
| All | -71.2% | -20.3% | -50.9% | -74.7% |
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