+527.5%
APP vs JOBY
-50.0%
+577.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.9% | +8.8% | +5.2% |
| 7D | +4.6% | -14.3% | +18.9% | +8.9% |
| 30D | +56.0% | +10.2% | +45.8% | +52.7% |
| 3M | +30.8% | -38.5% | +69.3% | +48.4% |
| 6M | -9.8% | -54.1% | +44.3% | +9.0% |
| YTD | -39.3% | -61.5% | +22.2% | -25.1% |
| 1Y | -26.4% | -65.7% | +39.2% | -6.7% |
| 3Y | +887.9% | -7.0% | +894.9% | +712.3% |
| 5Y | +264.1% | -44.2% | +308.3% | +171.0% |
| All | +527.5% | -50.0% | +577.4% | +385.3% |
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