-71.2%
GRAB vs APTV
-69.3%
-1.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | -10.8% | -5.0% | -5.8% | -9.1% |
| 30D | -15.5% | -6.1% | -9.4% | -13.6% |
| 3M | -9.0% | -33.0% | +24.0% | +4.3% |
| 6M | -21.6% | -35.2% | +13.6% | -10.3% |
| YTD | -38.9% | -40.1% | +1.3% | -28.3% |
| 1Y | -44.8% | -45.6% | +0.8% | -32.9% |
| 3Y | -18.4% | -54.4% | +35.9% | +3.3% |
| All | -71.2% | -69.3% | -1.9% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling