-74.0%
GRAB vs AUR
-35.7%
-38.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.1% |
| 7D | -10.8% | +1.4% | -12.2% | -11.1% |
| 30D | -15.5% | -6.4% | -9.1% | -14.8% |
| 3M | -9.0% | +7.7% | -16.7% | -10.9% |
| 6M | -21.6% | +44.5% | -66.1% | -28.0% |
| YTD | -38.9% | +67.4% | -106.3% | -45.7% |
| 1Y | -44.8% | +15.4% | -60.3% | -47.8% |
| 3Y | -18.4% | +94.8% | -113.3% | -42.6% |
| 5Y | -71.6% | -35.1% | -36.5% | -79.2% |
| All | -74.0% | -35.7% | -38.3% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling