-18.4%
GRAB vs AU
+577.5%
-595.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | -10.8% | -4.3% | -6.6% | -10.4% |
| 30D | -15.5% | +7.3% | -22.8% | -16.4% |
| 3M | -9.0% | +26.3% | -35.3% | -11.8% |
| 6M | -21.6% | +1.8% | -23.4% | -22.6% |
| YTD | -38.9% | +26.8% | -65.7% | -41.3% |
| 1Y | -44.8% | +66.7% | -111.5% | -48.3% |
| 3Y | -18.4% | +579.1% | -597.5% | -33.4% |
| All | -18.4% | +577.5% | -595.9% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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