-3.8%
GRAB vs AMDL
+126.1%
-129.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.5% | +0.9% |
| 7D | -10.8% | +15.9% | -26.7% | -12.3% |
| 30D | -15.5% | +10.5% | -26.0% | -16.8% |
| 3M | -9.0% | -4.7% | -4.2% | -11.3% |
| 6M | -21.6% | +355.2% | -376.8% | -40.4% |
| YTD | -38.9% | +270.9% | -309.7% | -53.5% |
| 1Y | -44.8% | +499.5% | -544.3% | -62.4% |
| All | -3.8% | +126.1% | -129.9% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling