-12.6%
GRAB vs BAM
+57.7%
-70.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.4% | -1.6% | -3.3% |
| 7D | -6.1% | -1.6% | -4.5% | -5.3% |
| 30D | -11.2% | -6.0% | -5.2% | -8.5% |
| 3M | -2.4% | +7.3% | -9.7% | -5.8% |
| 6M | -18.3% | +8.2% | -26.6% | -21.6% |
| YTD | -34.9% | -3.8% | -31.0% | -34.2% |
| 1Y | -37.4% | -10.7% | -26.6% | -34.4% |
| 3Y | -12.6% | +55.3% | -68.0% | -27.9% |
| All | -12.6% | +57.7% | -70.3% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling