-72.0%
GRAB vs AMC
-99.5%
+27.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.6% |
| 7D | -12.0% | -7.1% | -4.9% | -11.3% |
| 30D | -19.5% | -1.7% | -17.9% | -19.4% |
| 3M | -8.0% | +13.5% | -21.4% | -10.4% |
| 6M | -22.2% | +112.6% | -134.8% | -29.8% |
| YTD | -39.7% | +51.3% | -91.0% | -43.8% |
| 1Y | -43.2% | -14.5% | -28.7% | -44.0% |
| 3Y | -19.1% | -67.1% | +48.0% | -17.5% |
| 5Y | -72.0% | -99.5% | +27.5% | -61.8% |
| All | -72.0% | -99.5% | +27.5% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling