-74.4%
GRAB vs ATI
+1,381.6%
-1,456.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.4% |
| 7D | -13.9% | +2.4% | -16.3% | -14.3% |
| 30D | -17.2% | -9.5% | -7.7% | -15.5% |
| 3M | -7.9% | +10.4% | -18.3% | -10.4% |
| 6M | -23.2% | +31.8% | -55.0% | -28.5% |
| YTD | -39.1% | +80.0% | -119.1% | -47.0% |
| 1Y | -42.5% | +175.8% | -218.4% | -54.5% |
| 3Y | -18.3% | +364.2% | -382.5% | -42.0% |
| 5Y | -71.7% | +1,076.9% | -1,148.6% | -80.1% |
| All | -74.4% | +1,381.6% | -1,456.1% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling