+120.2%
AXP vs JOBY
+10.4%
+109.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | +0.5% |
| 7D | -1.1% | +28.5% | -29.6% | -4.1% |
| 30D | +5.2% | +13.6% | -8.4% | +3.4% |
| 3M | -4.6% | -28.5% | +23.9% | -1.0% |
| 6M | +3.2% | -43.1% | +46.4% | +9.2% |
| YTD | -11.3% | -53.2% | +41.8% | -5.0% |
| 1Y | -11.0% | -58.5% | +47.5% | -3.5% |
| 3Y | +120.2% | +16.6% | +103.6% | +98.2% |
| All | +120.2% | +10.4% | +109.8% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling