+305.3%
APLD vs JOBY
-3.8%
+309.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.9% | -0.9% | -3.3% |
| 7D | +2.7% | -14.3% | +17.0% | +11.1% |
| 30D | -21.4% | +10.2% | -31.6% | -25.5% |
| 3M | -47.8% | -38.5% | -9.3% | -33.5% |
| 6M | -64.9% | -54.1% | -10.8% | -48.4% |
| YTD | -34.9% | -61.5% | +26.6% | +3.0% |
| 1Y | -30.7% | -65.7% | +34.9% | +15.9% |
| 3Y | +305.3% | -7.0% | +312.3% | +294.9% |
| All | +305.3% | -3.8% | +309.1% | +294.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling