-71.2%
GRAB vs AMP
+122.1%
-193.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.9% |
| 7D | -10.8% | -0.5% | -10.3% | -10.5% |
| 30D | -15.5% | -1.3% | -14.2% | -14.9% |
| 3M | -9.0% | +24.2% | -33.2% | -18.8% |
| 6M | -21.6% | +24.6% | -46.2% | -30.4% |
| YTD | -38.9% | +14.8% | -53.7% | -43.9% |
| 1Y | -44.8% | +12.8% | -57.6% | -49.0% |
| 3Y | -18.4% | +69.0% | -87.4% | -41.6% |
| All | -71.2% | +122.1% | -193.3% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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