+2.2%
GRAB vs AMDL
+145.7%
-143.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +11.9% | -14.6% | -3.7% |
| 7D | -6.9% | +103.5% | -110.4% | -12.8% |
| 30D | +8.7% | -18.3% | +27.0% | +8.7% |
| 3M | -10.2% | +20.1% | -30.3% | -14.4% |
| 6M | -11.0% | +15.9% | -26.9% | -18.3% |
| YTD | -35.1% | +303.0% | -338.1% | -52.2% |
| 1Y | -44.0% | +164.0% | -208.0% | -56.3% |
| All | +2.2% | +145.7% | -143.5% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling