+7.9%
GRAB vs AMDL
+95.0%
-87.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.2% | -9.2% | -0.9% |
| 7D | -5.3% | +4.5% | -9.8% | -5.7% |
| 30D | -8.6% | -4.4% | -4.2% | -8.5% |
| 3M | -1.2% | -30.5% | +29.3% | -0.7% |
| 6M | -16.6% | +300.9% | -317.5% | -35.7% |
| YTD | -31.5% | +219.9% | -251.4% | -46.9% |
| 1Y | -32.3% | +374.7% | -407.0% | -52.5% |
| All | +7.9% | +95.0% | -87.1% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling