-74.4%
GRAB vs AMC
-94.4%
+20.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.9% | -2.6% | -6.4% |
| 7D | -13.9% | -6.8% | -7.1% | -13.8% |
| 30D | -17.2% | +1.7% | -18.8% | -17.2% |
| 3M | -7.9% | +26.8% | -34.7% | -8.2% |
| 6M | -23.2% | +117.7% | -140.9% | -23.8% |
| YTD | -39.1% | +57.7% | -96.8% | -39.4% |
| 1Y | -42.5% | -12.5% | -30.1% | -42.7% |
| 3Y | -18.3% | -65.7% | +47.5% | -18.5% |
| 5Y | -71.7% | -99.5% | +27.8% | -72.7% |
| All | -74.4% | -94.4% | +20.0% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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