+193.8%
AXP vs JOBY
-53.4%
+247.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +1.4% |
| 7D | -0.1% | -14.3% | +14.2% | +1.7% |
| 30D | +4.4% | +10.2% | -5.7% | +2.9% |
| 3M | -6.4% | -38.5% | +32.1% | -1.0% |
| 6M | +4.2% | -54.1% | +58.2% | +13.4% |
| YTD | -12.4% | -61.5% | +49.2% | -3.5% |
| 1Y | -11.1% | -65.7% | +54.5% | -0.9% |
| 3Y | +114.9% | -7.0% | +121.8% | +95.9% |
| 5Y | +87.4% | -44.2% | +131.6% | +66.3% |
| All | +193.8% | -53.4% | +247.2% | +174.7% |
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