-33.1%
GRAB vs AMRZ
-20.1%
-13.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -10.8% | -7.5% | -3.3% | -8.7% |
| 30D | -15.5% | -12.4% | -3.1% | -12.2% |
| 3M | -9.0% | -22.4% | +13.4% | -2.8% |
| 6M | -21.6% | -29.5% | +7.9% | -14.3% |
| YTD | -38.9% | -24.1% | -14.7% | -34.7% |
| 1Y | -44.8% | -26.3% | -18.6% | -41.0% |
| All | -33.1% | -20.1% | -13.0% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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