-71.2%
GRAB vs AJG
+74.4%
-145.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +1.7% |
| 7D | -10.8% | -8.3% | -2.5% | -8.3% |
| 30D | -15.5% | -5.7% | -9.8% | -13.9% |
| 3M | -9.0% | +9.1% | -18.0% | -11.7% |
| 6M | -21.6% | +15.2% | -36.8% | -25.5% |
| YTD | -38.9% | -6.3% | -32.6% | -38.0% |
| 1Y | -44.8% | -19.1% | -25.7% | -40.9% |
| 3Y | -18.4% | +8.2% | -26.7% | -24.4% |
| All | -71.2% | +74.4% | -145.6% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling