-71.2%
GRAB vs ARWR
+36.3%
-107.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -5.3% | +1.7% | -6.9% | -5.6% |
| 30D | -8.6% | -0.7% | -7.9% | -8.5% |
| 3M | -1.2% | +14.9% | -16.0% | -5.1% |
| 6M | -16.6% | +32.6% | -49.2% | -23.1% |
| YTD | -31.5% | +30.0% | -61.5% | -36.7% |
| 1Y | -32.3% | +208.4% | -240.6% | -49.7% |
| 3Y | -10.7% | +208.8% | -219.5% | -42.0% |
| 5Y | -67.9% | +27.8% | -95.7% | -74.8% |
| All | -71.2% | +36.3% | -107.5% | -78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling