-2.0%
AAL vs JOBY
-41.1%
+39.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.1% | +6.4% | +1.5% |
| 7D | -1.3% | -5.9% | +4.6% | -0.1% |
| 30D | -13.7% | -27.1% | +13.4% | -8.1% |
| 3M | -8.2% | -30.7% | +22.6% | -1.8% |
| 6M | +13.1% | -36.1% | +49.2% | +21.5% |
| YTD | -15.6% | -51.4% | +35.8% | -5.0% |
| 1Y | +1.4% | -52.2% | +53.6% | +13.0% |
| 3Y | -7.4% | -12.1% | +4.6% | -18.2% |
| 5Y | -35.9% | -31.1% | -4.8% | -50.0% |
| All | -2.0% | -41.1% | +39.1% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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