-74.3%
GRAB vs JAAA
+28.7%
-103.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.0% |
| 7D | -10.8% | +0.1% | -10.9% | -11.2% |
| 30D | -15.5% | +0.5% | -16.0% | -17.6% |
| 3M | -9.0% | +1.3% | -10.2% | -14.2% |
| 6M | -21.6% | +2.8% | -24.4% | -31.1% |
| YTD | -38.9% | +3.3% | -42.1% | -47.4% |
| 1Y | -44.8% | +4.9% | -49.8% | -55.9% |
| 3Y | -18.4% | +19.0% | -37.4% | -58.0% |
| 5Y | -71.6% | +26.9% | -98.5% | -88.4% |
| All | -74.3% | +28.7% | -103.0% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling