-74.7%
GRAB vs APTV
-62.7%
-12.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.6% | -2.0% |
| 7D | -12.0% | -1.8% | -10.2% | -11.4% |
| 30D | -19.5% | -7.9% | -11.6% | -17.1% |
| 3M | -8.0% | -29.9% | +22.0% | +3.6% |
| 6M | -22.2% | -36.6% | +14.4% | -10.3% |
| YTD | -39.7% | -40.0% | +0.3% | -29.4% |
| 1Y | -43.2% | -44.0% | +0.8% | -31.8% |
| 3Y | -19.1% | -54.5% | +35.4% | +2.1% |
| 5Y | -72.0% | -68.8% | -3.2% | -61.6% |
| All | -74.7% | -62.7% | -12.0% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling