-74.7%
GRAB vs JAAA
+28.6%
-103.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -0.9% |
| 7D | -12.0% | +0.1% | -12.1% | -12.3% |
| 30D | -19.5% | +0.4% | -20.0% | -21.2% |
| 3M | -8.0% | +1.2% | -9.2% | -13.0% |
| 6M | -22.2% | +2.7% | -24.9% | -31.2% |
| YTD | -39.7% | +3.2% | -42.9% | -47.9% |
| 1Y | -43.2% | +4.8% | -48.0% | -54.4% |
| 3Y | -19.1% | +19.0% | -38.1% | -58.3% |
| 5Y | -72.0% | +26.8% | -98.8% | -88.5% |
| All | -74.7% | +28.6% | -103.2% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling