-44.8%
GRAB vs AMC
-11.2%
-33.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.9% | +0.8% |
| 7D | -10.8% | -7.2% | -3.6% | -10.0% |
| 30D | -15.5% | -2.8% | -12.7% | -15.3% |
| 3M | -9.0% | +7.9% | -16.8% | -11.0% |
| 6M | -21.6% | +119.6% | -141.2% | -31.1% |
| YTD | -38.9% | +57.7% | -96.6% | -44.0% |
| 1Y | -44.8% | -12.1% | -32.7% | -44.3% |
| All | -44.8% | -11.2% | -33.7% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling