+367.9%
APP vs JOBY
-36.7%
+404.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.1% | +3.9% | -0.6% |
| 7D | -4.4% | -5.9% | +1.5% | -2.9% |
| 30D | -10.0% | -27.1% | +17.1% | -2.4% |
| 3M | -41.4% | -30.7% | -10.7% | -36.2% |
| 6M | -41.0% | -36.1% | -5.0% | -35.5% |
| YTD | -54.7% | -51.4% | -3.4% | -47.5% |
| 1Y | -45.3% | -52.2% | +6.8% | -38.0% |
| 3Y | +624.3% | -12.1% | +636.3% | +505.4% |
| 5Y | +329.1% | -31.1% | +360.2% | +200.7% |
| All | +367.9% | -36.7% | +404.6% | +239.9% |
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 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