-72.8%
GRAB vs AMC
-92.7%
+19.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | 0.0% |
| 7D | -5.0% | +3.5% | -8.5% | -5.0% |
| 30D | +11.3% | +12.5% | -1.1% | +11.2% |
| 3M | -12.4% | +23.6% | -36.0% | -12.6% |
| 6M | -10.7% | +144.4% | -155.1% | -11.6% |
| YTD | -35.1% | +108.3% | -143.4% | -35.6% |
| 1Y | -41.5% | +38.9% | -80.4% | -41.9% |
| 3Y | -2.7% | -58.9% | +56.2% | -3.2% |
| 5Y | -80.2% | -99.2% | +19.0% | -80.9% |
| All | -72.8% | -92.7% | +19.9% | -67.2% |
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