-71.2%
GRAB vs AWK
-17.6%
-53.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | +1.4% |
| 7D | -10.8% | -2.1% | -8.7% | -10.7% |
| 30D | -15.5% | +2.1% | -17.6% | -15.6% |
| 3M | -9.0% | +11.4% | -20.3% | -9.7% |
| 6M | -21.6% | +3.9% | -25.5% | -21.9% |
| YTD | -38.9% | +7.7% | -46.6% | -39.4% |
| 1Y | -44.8% | +1.3% | -46.1% | -44.9% |
| 3Y | -18.4% | +7.2% | -25.6% | -20.9% |
| All | -71.2% | -17.6% | -53.6% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 5y: compounded portfolio wealth divided by compounded AWK 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…
5y analysis · Full analysis span regression · 6 months rolling