-74.3%
GRAB vs ARMK
+142.6%
-217.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.8% | +0.1% |
| 7D | -10.8% | +3.1% | -13.9% | -11.9% |
| 30D | -15.5% | -2.8% | -12.7% | -14.7% |
| 3M | -9.0% | +7.6% | -16.5% | -11.7% |
| 6M | -21.6% | +47.9% | -69.5% | -33.0% |
| YTD | -38.9% | +60.0% | -98.9% | -49.6% |
| 1Y | -44.8% | +52.2% | -97.1% | -53.7% |
| 3Y | -18.4% | +131.4% | -149.9% | -44.0% |
| 5Y | -71.6% | +163.2% | -234.8% | -81.1% |
| All | -74.3% | +142.6% | -217.0% | -83.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling