-32.3%
GRAB vs BAM
-8.8%
-23.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -5.3% | -2.0% | -3.3% | -4.3% |
| 30D | -8.6% | -2.9% | -5.6% | -7.1% |
| 3M | -1.2% | +9.4% | -10.5% | -5.9% |
| 6M | -16.6% | +10.8% | -27.3% | -21.4% |
| YTD | -31.5% | -0.4% | -31.0% | -31.7% |
| 1Y | -32.3% | -10.9% | -21.4% | -27.2% |
| All | -32.3% | -8.8% | -23.5% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 1y: compounded portfolio wealth divided by compounded BAM 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…
1y analysis · Full analysis span regression · 6 months rolling