-18.7%
GRAB vs AMC
-66.8%
+48.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.9% | -2.6% | -6.2% |
| 7D | -13.9% | -6.8% | -7.1% | -13.4% |
| 30D | -17.2% | +1.7% | -18.8% | -17.3% |
| 3M | -7.9% | +26.8% | -34.7% | -10.3% |
| 6M | -23.2% | +117.7% | -140.9% | -28.3% |
| YTD | -39.1% | +57.7% | -96.8% | -42.0% |
| 1Y | -42.5% | -12.5% | -30.1% | -43.4% |
| All | -18.7% | -66.8% | +48.1% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling