+390.5%
AMAT vs JOBY
-45.6%
+436.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.9% | -7.7% | +2.0% |
| 7D | -14.7% | +21.0% | -35.7% | -17.9% |
| 30D | -36.1% | +3.1% | -39.2% | -36.7% |
| 3M | -36.9% | -27.9% | -8.9% | -33.3% |
| 6M | -22.2% | -43.6% | +21.4% | -14.3% |
| YTD | +29.9% | -55.1% | +85.0% | +47.2% |
| 1Y | +43.3% | -58.6% | +101.8% | +63.9% |
| 3Y | +142.7% | -0.5% | +143.2% | +118.9% |
| 5Y | +126.2% | -40.5% | +166.7% | +93.8% |
| All | +390.5% | -45.6% | +436.1% | +349.7% |
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 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