+18.3%
BA vs JOBY
-38.2%
+56.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.1% |
| 7D | +1.2% | -3.4% | +4.6% | +1.7% |
| 30D | -11.6% | -13.6% | +2.0% | -9.9% |
| 3M | -2.4% | -39.5% | +37.1% | +4.1% |
| 6M | -6.6% | -31.9% | +25.2% | -2.7% |
| YTD | -2.2% | -48.9% | +46.7% | +5.4% |
| 1Y | -8.0% | -48.5% | +40.5% | -2.2% |
| 3Y | -5.0% | -8.0% | +3.1% | -13.9% |
| 5Y | -2.7% | -33.7% | +30.9% | -16.6% |
| All | +18.3% | -38.2% | +56.5% | +5.6% |
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