-74.7%
GRAB vs SONY
+28.4%
-103.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -12.0% | -5.8% | -6.2% | -9.2% |
| 30D | -19.5% | -0.4% | -19.1% | -19.4% |
| 3M | -8.0% | +13.3% | -21.2% | -14.3% |
| 6M | -22.2% | +8.5% | -30.7% | -26.3% |
| YTD | -39.7% | -8.1% | -31.6% | -37.7% |
| 1Y | -43.2% | -17.9% | -25.3% | -37.9% |
| 3Y | -19.1% | +41.4% | -60.5% | -36.8% |
| 5Y | -72.0% | +9.3% | -81.3% | -75.1% |
| All | -74.7% | +28.4% | -103.1% | -78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling