+474.6%
AMD vs JOBY
-38.2%
+512.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.9% | +6.6% | +5.2% |
| 7D | +2.6% | -3.4% | +6.0% | +3.4% |
| 30D | -0.9% | -13.6% | +12.7% | +2.4% |
| 3M | -8.7% | -39.5% | +30.8% | +3.3% |
| 6M | +136.3% | -31.9% | +168.2% | +159.9% |
| YTD | +123.0% | -48.9% | +171.9% | +159.1% |
| 1Y | +195.2% | -48.5% | +243.7% | +238.2% |
| 3Y | +336.3% | -8.0% | +344.4% | +296.8% |
| 5Y | +334.5% | -33.7% | +368.1% | +245.6% |
| All | +474.6% | -38.2% | +512.7% | +398.2% |
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