+191.5%
AXP vs JOBY
-51.0%
+242.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.2% | +7.6% | -0.4% |
| 7D | -2.1% | +0.8% | -2.9% | -2.4% |
| 30D | +2.7% | +7.9% | -5.2% | +1.4% |
| 3M | -7.3% | -32.9% | +25.6% | -2.9% |
| 6M | +1.8% | -49.1% | +50.9% | +9.4% |
| YTD | -13.1% | -59.5% | +46.5% | -4.8% |
| 1Y | -13.7% | -67.2% | +53.5% | -3.2% |
| 3Y | +113.1% | +2.9% | +110.2% | +91.8% |
| 5Y | +85.9% | -41.3% | +127.3% | +64.0% |
| All | +191.5% | -51.0% | +242.5% | +170.8% |
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