-72.7%
GRAB vs ARMK
+138.6%
-211.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -5.5% |
| 7D | -6.1% | +1.7% | -7.8% | -6.7% |
| 30D | -11.2% | +3.1% | -14.3% | -12.4% |
| 3M | -2.4% | +9.2% | -11.6% | -5.9% |
| 6M | -18.3% | +43.7% | -62.0% | -29.4% |
| YTD | -34.9% | +57.4% | -92.2% | -45.9% |
| 1Y | -37.4% | +51.9% | -89.2% | -47.4% |
| 3Y | -12.6% | +125.4% | -138.0% | -39.4% |
| 5Y | -69.7% | +149.1% | -218.8% | -79.7% |
| All | -72.7% | +138.6% | -211.3% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ARMK 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling