-71.2%
GRAB vs JAAA
+26.5%
-97.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.0% |
| 7D | -10.8% | +0.1% | -10.9% | -11.1% |
| 30D | -15.5% | +0.5% | -16.0% | -17.5% |
| 3M | -9.0% | +1.3% | -10.2% | -13.8% |
| 6M | -21.6% | +2.8% | -24.4% | -30.3% |
| YTD | -38.9% | +3.3% | -42.1% | -46.7% |
| 1Y | -44.8% | +4.9% | -49.8% | -55.1% |
| 3Y | -18.4% | +19.0% | -37.4% | -53.6% |
| All | -71.2% | +26.5% | -97.7% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling