-19.5%
GRAB vs ARMK
+120.6%
-140.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -12.0% | -0.9% | -11.1% | -11.7% |
| 30D | -19.5% | -5.9% | -13.6% | -18.0% |
| 3M | -8.0% | +6.7% | -14.7% | -10.0% |
| 6M | -22.2% | +42.5% | -64.8% | -31.0% |
| YTD | -39.7% | +55.1% | -94.8% | -48.2% |
| 1Y | -43.2% | +50.3% | -93.5% | -50.8% |
| All | -19.5% | +120.6% | -140.1% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling