-71.7%
GRAB vs AR
+148.2%
-219.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.6% | -6.5% |
| 7D | -13.9% | -1.2% | -12.7% | -13.8% |
| 30D | -17.2% | +5.5% | -22.7% | -17.7% |
| 3M | -7.9% | +12.9% | -20.7% | -9.3% |
| 6M | -23.2% | +0.1% | -23.3% | -23.6% |
| YTD | -39.1% | +13.5% | -52.6% | -40.5% |
| 1Y | -42.5% | +21.6% | -64.1% | -44.5% |
| 3Y | -18.3% | +46.0% | -64.2% | -23.1% |
| 5Y | -71.7% | +143.7% | -215.5% | -74.1% |
| All | -71.7% | +148.2% | -219.9% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling