+456.1%
APH vs JOBY
-42.1%
+498.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.1% |
| 7D | -2.2% | -8.2% | +5.9% | -1.2% |
| 30D | -4.0% | -25.1% | +21.0% | -0.7% |
| 3M | +7.7% | -28.8% | +36.5% | +11.8% |
| 6M | +17.8% | -36.1% | +53.9% | +23.1% |
| YTD | +19.2% | -52.2% | +71.4% | +28.2% |
| 1Y | +35.7% | -52.4% | +88.1% | +44.9% |
| 3Y | +282.9% | -13.6% | +296.5% | +262.4% |
| 5Y | +345.6% | -32.2% | +377.8% | +298.6% |
| All | +456.1% | -42.1% | +498.2% | +388.4% |
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