-74.7%
GRAB vs AVAV
+70.6%
-145.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.4% | -1.7% |
| 7D | -12.0% | -0.1% | -11.9% | -12.0% |
| 30D | -19.5% | -25.0% | +5.5% | -15.9% |
| 3M | -8.0% | -15.0% | +7.0% | -6.6% |
| 6M | -22.2% | -33.6% | +11.4% | -18.5% |
| YTD | -39.7% | -39.2% | -0.5% | -37.3% |
| 1Y | -43.2% | -40.5% | -2.7% | -41.1% |
| 3Y | -19.1% | +29.6% | -48.7% | -33.0% |
| 5Y | -72.0% | +56.7% | -128.7% | -79.1% |
| All | -74.7% | +70.6% | -145.3% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AVAV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling