-80.2%
GRAB vs AR
+101.6%
-181.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.8% |
| 7D | -6.9% | +6.4% | -13.3% | -7.5% |
| 30D | +8.7% | +3.1% | +5.6% | +8.1% |
| 3M | -10.2% | +3.3% | -13.5% | -10.9% |
| 6M | -11.0% | +6.6% | -17.5% | -12.1% |
| YTD | -35.1% | +12.3% | -47.4% | -36.8% |
| 1Y | -44.0% | +12.3% | -56.4% | -45.6% |
| 3Y | -0.9% | +50.4% | -51.4% | -7.6% |
| 5Y | -80.2% | +101.0% | -181.2% | -83.2% |
| All | -80.2% | +101.6% | -181.8% | -83.2% |
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