+296.4%
ARM vs JOBY
-2.3%
+298.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.9% | +5.8% | +4.6% |
| 7D | +5.5% | -3.4% | +8.9% | +6.7% |
| 30D | -8.2% | -13.6% | +5.4% | -3.8% |
| 3M | -35.9% | -39.5% | +3.6% | -24.2% |
| 6M | +103.1% | -31.9% | +135.0% | +131.0% |
| YTD | +130.6% | -48.9% | +179.6% | +180.5% |
| 1Y | +86.1% | -48.5% | +134.6% | +119.4% |
| All | +296.4% | -2.3% | +298.7% | +240.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling