-72.8%
GRAB vs AR
+863.7%
-936.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -5.0% | +7.4% | -12.4% | -5.5% |
| 30D | +11.3% | +5.8% | +5.6% | +10.6% |
| 3M | -12.4% | +5.2% | -17.6% | -13.1% |
| 6M | -10.7% | +5.4% | -16.2% | -11.6% |
| YTD | -35.1% | +12.4% | -47.5% | -36.5% |
| 1Y | -41.5% | +12.8% | -54.3% | -42.8% |
| 3Y | -2.7% | +47.2% | -49.9% | -7.7% |
| 5Y | -80.2% | +101.1% | -181.3% | -81.8% |
| All | -72.8% | +863.7% | -936.4% | -76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling