-41.9%
GRAB vs AR
+14.7%
-56.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -6.3% | +14.0% | +6.4% |
| 7D | +22.2% | -11.1% | +33.3% | +19.8% |
| 30D | +6.0% | +7.9% | -1.9% | +6.8% |
| 3M | -9.7% | +4.9% | -14.6% | -9.1% |
| 6M | -7.2% | -5.3% | -1.9% | -7.0% |
| YTD | -32.7% | +8.6% | -41.3% | -33.2% |
| 1Y | -41.9% | +13.7% | -55.6% | -44.4% |
| All | -41.9% | +14.7% | -56.6% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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