-18.7%
GRAB vs BUD
+44.4%
-63.2%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.2% | -4.3% | -5.9% |
| 7D | -13.9% | -1.3% | -12.6% | -13.6% |
| 30D | -17.2% | -6.1% | -11.0% | -15.9% |
| 3M | -7.9% | -3.8% | -4.1% | -7.3% |
| 6M | -23.2% | +8.2% | -31.4% | -25.2% |
| YTD | -39.1% | +23.6% | -62.7% | -43.0% |
| 1Y | -42.5% | +33.4% | -76.0% | -47.7% |
| All | -18.7% | +44.4% | -63.2% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling