+570.3%
AMAT vs JOBY
-38.2%
+608.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.7% |
| 7D | -1.5% | -3.4% | +1.9% | -0.9% |
| 30D | -14.8% | -13.6% | -1.2% | -12.6% |
| 3M | -9.3% | -39.5% | +30.2% | -0.9% |
| 6M | +27.4% | -31.9% | +59.2% | +35.6% |
| YTD | +77.6% | -48.9% | +126.5% | +97.2% |
| 1Y | +188.9% | -48.5% | +237.5% | +216.7% |
| 3Y | +202.3% | -8.0% | +210.3% | +176.2% |
| 5Y | +248.9% | -33.7% | +282.6% | +192.9% |
| All | +570.3% | -38.2% | +608.5% | +502.5% |
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