-74.3%
GRAB vs AZO
+150.5%
-224.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -10.8% | -3.6% | -7.2% | -10.5% |
| 30D | -15.5% | -5.6% | -10.0% | -15.0% |
| 3M | -9.0% | -6.6% | -2.3% | -8.4% |
| 6M | -21.6% | -22.5% | +0.9% | -19.8% |
| YTD | -38.9% | -15.2% | -23.7% | -38.0% |
| 1Y | -44.8% | -33.9% | -10.9% | -42.6% |
| 3Y | -18.4% | +11.8% | -30.3% | -20.8% |
| 5Y | -71.6% | +85.5% | -157.2% | -74.1% |
| All | -74.3% | +150.5% | -224.9% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling