+444.7%
APLD vs JOBY
+25.3%
+419.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +1.9% |
| 7D | +0.2% | -5.2% | +5.4% | +2.9% |
| 30D | -15.2% | -19.7% | +4.5% | -5.8% |
| 3M | -36.3% | -31.7% | -4.6% | -23.4% |
| 6M | -7.4% | -37.5% | +30.2% | +14.9% |
| YTD | +7.7% | -51.6% | +59.3% | +50.8% |
| 1Y | +53.8% | -53.3% | +107.1% | +116.1% |
| 3Y | +407.1% | -12.2% | +419.3% | +378.2% |
| All | +444.7% | +25.3% | +419.4% | +286.8% |
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