-74.3%
GRAB vs ARES
+247.5%
-321.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +0.9% |
| 7D | -10.8% | -6.1% | -4.7% | -7.9% |
| 30D | -15.5% | -7.5% | -8.0% | -12.2% |
| 3M | -9.0% | +0.1% | -9.1% | -9.6% |
| 6M | -21.6% | +30.3% | -51.9% | -32.9% |
| YTD | -38.9% | -16.6% | -22.3% | -34.9% |
| 1Y | -44.8% | -26.1% | -18.7% | -37.6% |
| 3Y | -18.4% | +36.4% | -54.9% | -39.4% |
| 5Y | -71.6% | +95.0% | -166.6% | -83.6% |
| All | -74.3% | +247.5% | -321.8% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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