-71.2%
GRAB vs ARWR
+29.9%
-101.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -10.8% | -4.0% | -6.8% | -10.0% |
| 30D | -15.5% | -5.0% | -10.5% | -14.6% |
| 3M | -9.0% | +11.3% | -20.3% | -11.8% |
| 6M | -21.6% | +42.6% | -64.2% | -28.5% |
| YTD | -38.9% | +24.8% | -63.7% | -42.9% |
| 1Y | -44.8% | +178.8% | -223.6% | -57.6% |
| 3Y | -18.4% | +183.3% | -201.8% | -45.0% |
| All | -71.2% | +29.9% | -101.1% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 5y: compounded portfolio wealth divided by compounded ARWR 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…
5y analysis · Full analysis span regression · 6 months rolling