-44.8%
GRAB vs APD
+3.9%
-48.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | -10.8% | -3.3% | -7.6% | -10.8% |
| 30D | -15.5% | -4.2% | -11.4% | -15.4% |
| 3M | -9.0% | +5.4% | -14.4% | -8.5% |
| 6M | -21.6% | +6.3% | -27.9% | -21.3% |
| YTD | -38.9% | +20.3% | -59.2% | -39.0% |
| 1Y | -44.8% | +1.6% | -46.4% | -42.6% |
| All | -44.8% | +3.9% | -48.7% | -42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling