+503.8%
APP vs JOBY
-47.4%
+551.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.2% | +6.4% | -0.3% |
| 7D | +10.6% | +0.8% | +9.8% | +10.4% |
| 30D | +44.6% | +7.9% | +36.7% | +42.3% |
| 3M | +29.6% | -32.9% | +62.5% | +43.8% |
| 6M | -19.8% | -49.1% | +29.3% | -5.7% |
| YTD | -41.6% | -59.5% | +18.0% | -28.8% |
| 1Y | -32.7% | -67.2% | +34.6% | -13.5% |
| 3Y | +799.0% | +2.9% | +796.1% | +618.0% |
| 5Y | +250.4% | -41.3% | +291.7% | +157.5% |
| All | +503.8% | -47.4% | +551.2% | +361.2% |
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