-18.4%
GRAB vs SONY
+42.2%
-60.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.7% |
| 7D | -10.8% | -2.7% | -8.1% | -9.9% |
| 30D | -15.5% | +1.5% | -17.0% | -16.0% |
| 3M | -9.0% | +13.0% | -22.0% | -13.5% |
| 6M | -21.6% | +11.2% | -32.8% | -25.2% |
| YTD | -38.9% | -6.6% | -32.2% | -37.8% |
| 1Y | -44.8% | -18.1% | -26.7% | -41.0% |
| 3Y | -18.4% | +42.1% | -60.5% | -25.7% |
| All | -18.4% | +42.2% | -60.7% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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