+461.6%
AMAT vs JOBY
-51.0%
+512.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.2% | +5.6% | -1.9% |
| 7D | +19.3% | +0.8% | +18.6% | +19.1% |
| 30D | -17.9% | +7.9% | -25.8% | -19.3% |
| 3M | -30.4% | -32.9% | +2.5% | -25.4% |
| 6M | -11.4% | -49.1% | +37.6% | -0.6% |
| YTD | +48.8% | -59.5% | +108.3% | +71.8% |
| 1Y | +66.0% | -67.2% | +133.3% | +98.0% |
| 3Y | +158.8% | +2.9% | +155.9% | +132.5% |
| 5Y | +153.2% | -41.3% | +194.5% | +119.0% |
| All | +461.6% | -51.0% | +512.6% | +425.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling