-32.3%
GRAB vs AJG
-12.9%
-19.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -5.3% | -1.8% | -3.4% | -5.1% |
| 30D | -8.6% | +4.6% | -13.2% | -8.9% |
| 3M | -1.2% | +24.9% | -26.1% | -2.6% |
| 6M | -16.6% | +17.2% | -33.8% | -17.7% |
| YTD | -31.5% | +2.2% | -33.6% | -32.7% |
| 1Y | -32.3% | -11.5% | -20.8% | -29.3% |
| All | -32.3% | -12.9% | -19.4% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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