-60.0%
BABA vs JOBY
-41.1%
-18.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.1% | +3.2% | -2.0% |
| 7D | -2.2% | -5.9% | +3.7% | -1.3% |
| 30D | -17.3% | -27.1% | +9.8% | -13.3% |
| 3M | -7.8% | -30.7% | +23.0% | -3.1% |
| 6M | -16.8% | -36.1% | +19.3% | -12.1% |
| YTD | -24.7% | -51.4% | +26.7% | -17.7% |
| 1Y | -24.9% | -52.2% | +27.2% | -18.8% |
| 3Y | +29.1% | -12.1% | +41.2% | +15.9% |
| 5Y | -30.5% | -31.1% | +0.6% | -44.2% |
| All | -60.0% | -41.1% | -18.9% | -66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling