+5.5%
GRAB vs BAM
+80.8%
-75.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -1.7% |
| 7D | -6.9% | -2.0% | -4.9% | -6.0% |
| 30D | +8.7% | +13.7% | -4.9% | +2.3% |
| 3M | -10.2% | -4.8% | -5.5% | -8.3% |
| 6M | -11.0% | +7.6% | -18.6% | -14.2% |
| YTD | -35.1% | +1.2% | -36.2% | -36.0% |
| 1Y | -44.0% | -2.3% | -41.8% | -44.0% |
| 3Y | -0.9% | +84.1% | -85.0% | -21.9% |
| All | +5.5% | +80.8% | -75.3% | -16.7% |
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