-4.1%
GRAB vs AMDL
+131.0%
-135.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.0% | -12.5% | -7.1% |
| 7D | -13.9% | +29.0% | -42.8% | -16.2% |
| 30D | -17.2% | +19.1% | -36.2% | -19.0% |
| 3M | -7.9% | +1.8% | -9.7% | -11.1% |
| 6M | -23.2% | +374.4% | -397.6% | -41.9% |
| YTD | -39.1% | +278.9% | -318.0% | -53.7% |
| 1Y | -42.5% | +510.6% | -553.1% | -60.9% |
| All | -4.1% | +131.0% | -135.1% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling