-41.9%
GRAB vs UMAC
+2.9%
-44.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -10.9% | +18.6% | +8.1% |
| 7D | +22.2% | -26.0% | +48.2% | +23.5% |
| 30D | +6.0% | -40.3% | +46.3% | +8.1% |
| 3M | -9.7% | -51.1% | +41.5% | -7.6% |
| 6M | -7.2% | -5.6% | -1.5% | -11.0% |
| YTD | -32.7% | +2.3% | -34.9% | -39.3% |
| 1Y | -41.9% | +7.9% | -49.8% | -48.8% |
| All | -41.9% | +2.9% | -44.8% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling