-71.2%
GRAB vs AMC
-94.0%
+22.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | 0.0% |
| 7D | -5.3% | +2.3% | -7.6% | -5.3% |
| 30D | -8.6% | -0.7% | -7.8% | -8.6% |
| 3M | -1.2% | +35.2% | -36.4% | -1.5% |
| 6M | -16.6% | +124.6% | -141.2% | -17.2% |
| YTD | -31.5% | +69.9% | -101.3% | -31.9% |
| 1Y | -32.3% | -2.6% | -29.7% | -32.5% |
| 3Y | -10.7% | -79.8% | +69.1% | -11.0% |
| 5Y | -67.9% | -99.4% | +31.5% | -68.9% |
| All | -71.2% | -94.0% | +22.8% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling