-74.3%
GRAB vs BUD
+25.6%
-100.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | -10.8% | -2.6% | -8.2% | -10.0% |
| 30D | -15.5% | -1.2% | -14.3% | -15.2% |
| 3M | -9.0% | -4.9% | -4.0% | -7.8% |
| 6M | -21.6% | +9.3% | -30.9% | -24.4% |
| YTD | -38.9% | +24.0% | -62.8% | -43.8% |
| 1Y | -44.8% | +34.5% | -79.4% | -51.0% |
| 3Y | -18.4% | +43.7% | -62.1% | -30.2% |
| 5Y | -71.6% | +46.0% | -117.6% | -75.5% |
| All | -74.3% | +25.6% | -100.0% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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