+382.3%
APP vs JOBY
-37.8%
+420.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.5% |
| 7D | +0.3% | -8.2% | +8.4% | +2.4% |
| 30D | -1.3% | -25.1% | +23.7% | +6.2% |
| 3M | -36.2% | -28.8% | -7.4% | -31.0% |
| 6M | -34.1% | -36.1% | +2.0% | -28.0% |
| YTD | -53.3% | -52.2% | -1.1% | -45.7% |
| 1Y | -44.5% | -52.4% | +7.9% | -37.0% |
| 3Y | +646.7% | -13.6% | +660.2% | +526.8% |
| 5Y | +306.4% | -32.2% | +338.6% | +185.9% |
| All | +382.3% | -37.8% | +420.2% | +251.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling