+343.6%
ASML vs JOBY
-38.2%
+381.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.5% |
| 7D | +1.1% | -3.4% | +4.5% | +1.7% |
| 30D | +2.2% | -13.6% | +15.8% | +4.7% |
| 3M | -2.3% | -39.5% | +37.2% | +6.2% |
| 6M | +23.0% | -31.9% | +54.8% | +30.4% |
| YTD | +61.1% | -48.9% | +110.0% | +77.9% |
| 1Y | +129.1% | -48.5% | +177.7% | +149.9% |
| 3Y | +165.4% | -8.0% | +173.4% | +139.6% |
| 5Y | +109.5% | -33.7% | +143.1% | +74.5% |
| All | +343.6% | -38.2% | +381.8% | +276.2% |
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 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