-19.5%
GRAB vs ATI
+341.5%
-361.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | +0.1% |
| 7D | -12.0% | -2.7% | -9.3% | -11.3% |
| 30D | -19.5% | -13.5% | -6.0% | -16.0% |
| 3M | -8.0% | +8.5% | -16.5% | -11.2% |
| 6M | -22.2% | +25.2% | -47.4% | -28.9% |
| YTD | -39.7% | +73.4% | -113.1% | -50.7% |
| 1Y | -43.2% | +160.5% | -203.7% | -59.8% |
| All | -19.5% | +341.5% | -361.1% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling