-72.7%
GRAB vs ARES
+265.9%
-338.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.1% | -3.9% | -4.4% |
| 7D | -6.1% | -0.3% | -5.7% | -6.0% |
| 30D | -11.2% | +1.3% | -12.5% | -11.9% |
| 3M | -2.4% | +10.4% | -12.8% | -7.9% |
| 6M | -18.3% | +29.0% | -47.4% | -29.7% |
| YTD | -34.9% | -12.2% | -22.7% | -32.4% |
| 1Y | -37.4% | -18.4% | -18.9% | -32.8% |
| 3Y | -12.6% | +43.2% | -55.8% | -36.6% |
| 5Y | -69.7% | +102.6% | -172.3% | -82.9% |
| All | -72.7% | +265.9% | -338.6% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling