+482.4%
AMAT vs JOBY
-46.1%
+528.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.7% | +6.2% |
| 7D | +7.0% | +16.4% | -9.5% | +3.8% |
| 30D | -20.6% | +14.4% | -35.0% | -22.7% |
| 3M | -24.8% | -30.2% | +5.4% | -19.9% |
| 6M | -10.7% | -45.3% | +34.5% | -1.1% |
| YTD | +54.3% | -55.5% | +109.7% | +75.1% |
| 1Y | +73.7% | -64.0% | +137.8% | +103.6% |
| 3Y | +168.4% | +13.3% | +155.1% | +136.9% |
| 5Y | +167.6% | -36.7% | +204.3% | +127.9% |
| All | +482.4% | -46.1% | +528.5% | +435.0% |
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 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