-34.0%
GRAB vs AMRZ
-20.3%
-13.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -12.0% | -8.1% | -3.9% | -9.7% |
| 30D | -19.5% | -14.8% | -4.7% | -15.7% |
| 3M | -8.0% | -19.7% | +11.8% | -2.7% |
| 6M | -22.2% | -30.8% | +8.6% | -14.6% |
| YTD | -39.7% | -24.3% | -15.4% | -35.5% |
| 1Y | -43.2% | -24.0% | -19.2% | -39.8% |
| All | -34.0% | -20.3% | -13.7% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling