-74.7%
GRAB vs AMCR
-0.8%
-73.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -12.0% | -5.0% | -7.0% | -10.4% |
| 30D | -19.5% | -8.0% | -11.5% | -17.1% |
| 3M | -8.0% | +14.3% | -22.2% | -12.0% |
| 6M | -22.2% | +5.3% | -27.6% | -23.9% |
| YTD | -39.7% | +7.7% | -47.4% | -41.9% |
| 1Y | -43.2% | +10.8% | -54.1% | -46.0% |
| 3Y | -19.1% | +9.6% | -28.7% | -25.6% |
| 5Y | -72.0% | -10.2% | -61.8% | -71.7% |
| All | -74.7% | -0.8% | -73.9% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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