-18.4%
GRAB vs AUR
+84.2%
-102.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.2% |
| 7D | -10.8% | +1.4% | -12.2% | -10.9% |
| 30D | -15.5% | -6.4% | -9.1% | -15.1% |
| 3M | -9.0% | +7.7% | -16.7% | -9.9% |
| 6M | -21.6% | +44.5% | -66.1% | -24.8% |
| YTD | -38.9% | +67.4% | -106.3% | -42.3% |
| 1Y | -44.8% | +15.4% | -60.3% | -46.4% |
| 3Y | -18.4% | +94.8% | -113.3% | -25.5% |
| All | -18.4% | +84.2% | -102.7% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling