+473.6%
APH vs JOBY
-38.2%
+511.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.1% |
| 7D | +5.0% | -3.4% | +8.4% | +5.4% |
| 30D | -3.9% | -13.6% | +9.7% | -2.3% |
| 3M | +13.0% | -39.5% | +52.5% | +19.5% |
| 6M | +25.2% | -31.9% | +57.0% | +29.8% |
| YTD | +22.9% | -48.9% | +71.9% | +31.2% |
| 1Y | +47.8% | -48.5% | +96.4% | +56.4% |
| 3Y | +283.0% | -8.0% | +291.1% | +259.8% |
| 5Y | +349.7% | -33.7% | +383.3% | +301.5% |
| All | +473.6% | -38.2% | +511.8% | +399.9% |
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