+67.8%
AZN vs JOBY
-41.4%
+109.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | +0.3% |
| 7D | -1.6% | -5.2% | +3.6% | -1.4% |
| 30D | +1.1% | -19.7% | +20.8% | +1.8% |
| 3M | -12.1% | -31.7% | +19.6% | -11.0% |
| 6M | -17.1% | -37.5% | +20.4% | -16.1% |
| YTD | -12.0% | -51.6% | +39.6% | -10.1% |
| 1Y | -0.2% | -53.3% | +53.1% | +1.7% |
| 3Y | +26.8% | -12.2% | +39.0% | +22.1% |
| 5Y | +56.9% | -31.3% | +88.2% | +46.9% |
| All | +67.8% | -41.4% | +109.2% | +45.0% |
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