-18.4%
GRAB vs AZO
+10.0%
-28.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -10.8% | -3.6% | -7.2% | -10.6% |
| 30D | -15.5% | -5.6% | -10.0% | -15.2% |
| 3M | -9.0% | -6.6% | -2.3% | -8.6% |
| 6M | -21.6% | -22.5% | +0.9% | -20.7% |
| YTD | -38.9% | -15.2% | -23.7% | -38.2% |
| 1Y | -44.8% | -33.9% | -10.9% | -43.4% |
| 3Y | -18.4% | +11.8% | -30.3% | -19.3% |
| All | -18.4% | +10.0% | -28.5% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 3y: compounded portfolio wealth divided by compounded AZO 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…
3y analysis · Full analysis span regression · 6 months rolling