+95.7%
AMGN vs JOBY
-42.1%
+137.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.2% |
| 7D | -13.9% | -8.2% | -5.7% | -13.6% |
| 30D | -7.1% | -25.1% | +17.9% | -6.2% |
| 3M | +13.9% | -28.8% | +42.7% | +15.1% |
| 6M | +3.2% | -36.1% | +39.4% | +4.4% |
| YTD | +19.2% | -52.2% | +71.4% | +21.6% |
| 1Y | +41.1% | -52.4% | +93.5% | +43.6% |
| 3Y | +61.3% | -13.6% | +74.9% | +57.2% |
| 5Y | +109.1% | -32.2% | +141.2% | +99.3% |
| All | +95.7% | -42.1% | +137.8% | +76.1% |
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