-74.3%
GRAB vs AVTR
-46.3%
-28.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -10.8% | -1.1% | -9.7% | -10.6% |
| 30D | -15.5% | +6.3% | -21.8% | -16.7% |
| 3M | -9.0% | +53.3% | -62.3% | -18.0% |
| 6M | -21.6% | +78.6% | -100.2% | -32.1% |
| YTD | -38.9% | +29.2% | -68.1% | -43.2% |
| 1Y | -44.8% | +13.8% | -58.7% | -48.4% |
| 3Y | -18.4% | -27.4% | +9.0% | -18.2% |
| 5Y | -71.6% | -65.0% | -6.6% | -60.2% |
| All | -74.3% | -46.3% | -28.0% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 10y: compounded portfolio wealth divided by compounded AVTR 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…
10y analysis · Full analysis span regression · 6 months rolling