-0.7%
GRAB vs BAM
+66.2%
-66.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -10.8% | -6.6% | -4.2% | -7.9% |
| 30D | -15.5% | -12.4% | -3.1% | -10.2% |
| 3M | -9.0% | +2.4% | -11.3% | -9.9% |
| 6M | -21.6% | +7.9% | -29.5% | -24.3% |
| YTD | -38.9% | -7.0% | -31.9% | -37.2% |
| 1Y | -44.8% | -13.4% | -31.4% | -41.6% |
| 3Y | -18.4% | +46.9% | -65.3% | -30.0% |
| All | -0.7% | +66.2% | -66.9% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling