-2.7%
GRAB vs AMC
-59.1%
+56.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.2% |
| 7D | -5.0% | +3.5% | -8.5% | -5.3% |
| 30D | +11.3% | +12.5% | -1.1% | +10.2% |
| 3M | -12.4% | +23.6% | -36.0% | -14.2% |
| 6M | -10.7% | +144.4% | -155.1% | -18.1% |
| YTD | -35.1% | +108.3% | -143.4% | -40.0% |
| 1Y | -41.5% | +38.9% | -80.4% | -44.4% |
| 3Y | -2.7% | -58.9% | +56.2% | +9.5% |
| All | -2.7% | -59.1% | +56.4% | +9.5% |
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