-74.4%
GRAB vs AWK
+2.2%
-76.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.4% | -6.5% |
| 7D | -13.9% | +0.6% | -14.5% | -13.9% |
| 30D | -17.2% | +4.3% | -21.5% | -17.5% |
| 3M | -7.9% | +12.5% | -20.4% | -8.9% |
| 6M | -23.2% | +3.3% | -26.5% | -23.5% |
| YTD | -39.1% | +9.8% | -48.8% | -39.7% |
| 1Y | -42.5% | +2.9% | -45.4% | -42.7% |
| 3Y | -18.3% | +9.6% | -27.9% | -21.0% |
| 5Y | -71.7% | -16.7% | -55.1% | -71.8% |
| All | -74.4% | +2.2% | -76.6% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling