+591.1%
AMAT vs JOBY
-41.1%
+632.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | +0.3% |
| 7D | +6.9% | -5.9% | +12.8% | +8.1% |
| 30D | -10.1% | -27.1% | +17.0% | -4.8% |
| 3M | -6.0% | -30.7% | +24.8% | +0.3% |
| 6M | +38.6% | -36.1% | +74.7% | +49.2% |
| YTD | +83.1% | -51.4% | +134.5% | +105.1% |
| 1Y | +188.3% | -52.2% | +240.5% | +220.1% |
| 3Y | +225.3% | -12.1% | +237.4% | +199.7% |
| 5Y | +262.0% | -31.1% | +293.1% | +204.0% |
| All | +591.1% | -41.1% | +632.2% | +526.7% |
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