-71.7%
GRAB vs APD
+25.2%
-97.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.6% | -6.1% |
| 7D | -13.9% | -4.6% | -9.3% | -12.3% |
| 30D | -17.2% | -4.2% | -13.0% | -15.8% |
| 3M | -7.9% | +5.0% | -12.9% | -9.8% |
| 6M | -23.2% | +8.9% | -32.2% | -26.3% |
| YTD | -39.1% | +21.9% | -61.0% | -44.6% |
| 1Y | -42.5% | +5.6% | -48.1% | -44.5% |
| 3Y | -18.3% | +6.9% | -25.2% | -23.1% |
| 5Y | -71.7% | +25.3% | -97.1% | -78.1% |
| All | -71.7% | +25.2% | -97.0% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling