-72.7%
GRAB vs AVAV
+72.6%
-145.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.9% | -7.8% | -5.4% |
| 7D | -6.1% | +3.2% | -9.3% | -6.6% |
| 30D | -11.2% | -20.3% | +9.1% | -8.1% |
| 3M | -2.4% | -19.4% | +17.0% | -0.1% |
| 6M | -18.3% | -35.3% | +16.9% | -14.1% |
| YTD | -34.9% | -38.5% | +3.6% | -32.5% |
| 1Y | -37.4% | -37.2% | -0.2% | -35.7% |
| 3Y | -12.6% | +31.1% | -43.7% | -27.8% |
| 5Y | -69.7% | +41.0% | -110.8% | -77.0% |
| All | -72.7% | +72.6% | -145.3% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling