-41.9%
GRAB vs ATI
+86.4%
-128.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.7% | +8.4% | +7.8% |
| 7D | +22.2% | +8.3% | +13.8% | +20.3% |
| 30D | +6.0% | -7.3% | +13.2% | +7.4% |
| 3M | -9.7% | -10.5% | +0.8% | -8.3% |
| 6M | -7.2% | +16.4% | -23.6% | -14.6% |
| YTD | -32.7% | +56.1% | -88.7% | -46.6% |
| 1Y | -41.9% | +86.5% | -128.4% | -59.6% |
| All | -41.9% | +86.4% | -128.3% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 1y: compounded portfolio wealth divided by compounded ATI 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…
1y analysis · Full analysis span regression · 6 months rolling