+450.4%
APH vs JOBY
-46.1%
+496.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +0.4% | +16.4% | -16.1% | -1.6% |
| 30D | -8.0% | +14.4% | -22.4% | -9.6% |
| 3M | -5.0% | -30.2% | +25.2% | -1.0% |
| 6M | +29.9% | -45.3% | +75.2% | +38.7% |
| YTD | +18.0% | -55.5% | +73.4% | +27.7% |
| 1Y | +11.3% | -64.0% | +75.4% | +23.3% |
| 3Y | +274.9% | +13.3% | +261.6% | +245.5% |
| 5Y | +300.6% | -36.7% | +337.3% | +261.2% |
| All | +450.4% | -46.1% | +496.5% | +386.6% |
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