-74.4%
GRAB vs AVTR
-46.1%
-28.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.4% | -4.0% | -5.9% |
| 7D | -13.9% | +1.6% | -15.5% | -14.2% |
| 30D | -17.2% | +8.4% | -25.5% | -18.6% |
| 3M | -7.9% | +50.2% | -58.0% | -16.6% |
| 6M | -23.2% | +82.6% | -105.8% | -33.9% |
| YTD | -39.1% | +29.8% | -68.9% | -43.5% |
| 1Y | -42.5% | +16.0% | -58.5% | -46.5% |
| 3Y | -18.3% | -26.4% | +8.2% | -18.4% |
| 5Y | -71.7% | -64.5% | -7.3% | -60.7% |
| All | -74.4% | -46.1% | -28.3% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling