-32.3%
GRAB vs APTV
-39.9%
+7.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.4% |
| 7D | -5.3% | +4.8% | -10.1% | -5.8% |
| 30D | -8.6% | +2.0% | -10.6% | -8.8% |
| 3M | -1.2% | -34.2% | +33.1% | +4.4% |
| 6M | -16.6% | -34.7% | +18.1% | -11.7% |
| YTD | -31.5% | -37.0% | +5.5% | -27.8% |
| 1Y | -32.3% | -40.4% | +8.1% | -26.2% |
| All | -32.3% | -39.9% | +7.6% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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