-74.7%
GRAB vs AR
+874.4%
-949.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -12.0% | -1.3% | -10.7% | -11.9% |
| 30D | -19.5% | +3.5% | -23.1% | -19.8% |
| 3M | -8.0% | +9.9% | -17.9% | -8.9% |
| 6M | -22.2% | +4.5% | -26.8% | -22.9% |
| YTD | -39.7% | +13.7% | -53.3% | -40.9% |
| 1Y | -43.2% | +19.2% | -62.4% | -44.7% |
| 3Y | -19.1% | +46.2% | -65.2% | -23.1% |
| 5Y | -72.0% | +145.9% | -217.9% | -74.5% |
| All | -74.7% | +874.4% | -949.1% | -77.7% |
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