-41.9%
GRAB vs AUR
-17.4%
-24.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.4% | +12.1% | +8.3% |
| 7D | +22.2% | -19.8% | +42.0% | +25.9% |
| 30D | +6.0% | -29.0% | +35.0% | +11.1% |
| 3M | -9.7% | -43.6% | +33.9% | -2.4% |
| 6M | -7.2% | -36.6% | +29.5% | -2.5% |
| YTD | -32.7% | +6.3% | -38.9% | -38.0% |
| 1Y | -41.9% | -9.0% | -32.9% | -44.4% |
| All | -41.9% | -17.4% | -24.5% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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