-78.3%
GRAB vs ARWR
-34.9%
-43.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -5.0% | -17.8% | +12.9% | -1.4% |
| 30D | +11.3% | -18.1% | +29.5% | +15.5% |
| 3M | -12.4% | -44.2% | +31.7% | -1.7% |
| 6M | -10.7% | -38.6% | +27.9% | -2.9% |
| YTD | -35.1% | -28.0% | -7.0% | -32.5% |
| 1Y | -41.5% | +16.1% | -57.7% | -46.2% |
| 3Y | -2.7% | +84.0% | -86.7% | -30.3% |
| All | -78.3% | -34.9% | -43.4% | -80.9% |
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