-71.2%
GRAB vs ARMK
+135.3%
-206.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -5.3% | -2.4% | -2.9% | -4.4% |
| 30D | -8.6% | 0.0% | -8.6% | -8.7% |
| 3M | -1.2% | +6.7% | -7.8% | -3.8% |
| 6M | -16.6% | +38.8% | -55.4% | -26.9% |
| YTD | -31.5% | +55.2% | -86.6% | -42.8% |
| 1Y | -32.3% | +46.6% | -78.9% | -42.3% |
| 3Y | -10.7% | +112.9% | -123.6% | -36.6% |
| 5Y | -67.9% | +144.0% | -211.8% | -78.3% |
| All | -71.2% | +135.3% | -206.5% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling