-74.3%
GRAB vs AME
+110.0%
-184.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -1.9% | -0.2% |
| 7D | -10.8% | +1.7% | -12.6% | -11.5% |
| 30D | -15.5% | -6.4% | -9.1% | -12.9% |
| 3M | -9.0% | +7.1% | -16.0% | -12.3% |
| 6M | -21.6% | +8.2% | -29.8% | -25.0% |
| YTD | -38.9% | +18.2% | -57.0% | -44.1% |
| 1Y | -44.8% | +26.7% | -71.6% | -51.4% |
| 3Y | -18.4% | +60.7% | -79.1% | -37.7% |
| 5Y | -71.6% | +91.6% | -163.2% | -81.1% |
| All | -74.3% | +110.0% | -184.4% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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