-74.3%
GRAB vs APD
+17.8%
-92.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -10.8% | -3.3% | -7.6% | -9.7% |
| 30D | -15.5% | -4.2% | -11.4% | -14.2% |
| 3M | -9.0% | +5.4% | -14.4% | -11.0% |
| 6M | -21.6% | +6.3% | -27.9% | -23.9% |
| YTD | -38.9% | +20.3% | -59.2% | -43.9% |
| 1Y | -44.8% | +1.6% | -46.4% | -45.8% |
| 3Y | -18.4% | +4.0% | -22.5% | -22.2% |
| 5Y | -71.6% | +23.3% | -95.0% | -76.4% |
| All | -74.3% | +17.8% | -92.1% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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