-71.2%
GRAB vs AR
+880.3%
-951.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -5.3% | +2.5% | -7.8% | -5.5% |
| 30D | -8.6% | +14.8% | -23.4% | -9.8% |
| 3M | -1.2% | +6.2% | -7.4% | -1.9% |
| 6M | -16.6% | +4.3% | -20.9% | -17.3% |
| YTD | -31.5% | +14.4% | -45.8% | -32.9% |
| 1Y | -32.3% | +21.3% | -53.6% | -34.2% |
| 3Y | -10.7% | +39.8% | -50.5% | -14.9% |
| 5Y | -67.9% | +142.1% | -209.9% | -70.7% |
| All | -71.2% | +880.3% | -951.6% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling