+198.0%
AXP vs JOBY
-38.2%
+236.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.9% |
| 7D | -2.1% | -3.4% | +1.3% | -1.7% |
| 30D | -6.5% | -13.6% | +7.0% | -5.0% |
| 3M | +4.6% | -39.5% | +44.1% | +10.7% |
| 6M | +5.4% | -31.9% | +37.3% | +9.1% |
| YTD | -11.1% | -48.9% | +37.8% | -5.1% |
| 1Y | -0.3% | -48.5% | +48.2% | +5.2% |
| 3Y | +111.6% | -8.0% | +119.6% | +93.6% |
| 5Y | +117.6% | -33.7% | +151.2% | +88.1% |
| All | +198.0% | -38.2% | +236.2% | +170.0% |
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