-4.4%
BA vs JOBY
-51.0%
+46.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.2% | +7.5% | -0.4% |
| 7D | -0.6% | +0.8% | -1.3% | -0.8% |
| 30D | -8.0% | +7.9% | -15.9% | -9.4% |
| 3M | -25.8% | -32.9% | +7.1% | -21.9% |
| 6M | -27.6% | -49.1% | +21.5% | -21.4% |
| YTD | -21.0% | -59.5% | +38.6% | -12.4% |
| 1Y | -12.3% | -67.2% | +55.0% | -0.2% |
| 3Y | -12.8% | +2.9% | -15.7% | -22.5% |
| 5Y | -22.4% | -41.3% | +19.0% | -32.2% |
| All | -4.4% | -51.0% | +46.7% | -12.2% |
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 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