+160.5%
BAC vs JOBY
-41.4%
+201.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | 0.0% | -5.2% | +5.2% | +0.5% |
| 30D | -2.8% | -19.7% | +16.9% | -0.9% |
| 3M | +14.2% | -31.7% | +46.0% | +17.7% |
| 6M | +30.5% | -37.5% | +68.1% | +34.7% |
| YTD | +15.8% | -51.6% | +67.4% | +21.8% |
| 1Y | +26.2% | -53.3% | +79.4% | +32.1% |
| 3Y | +136.5% | -12.2% | +148.8% | +120.5% |
| 5Y | +75.9% | -31.3% | +107.2% | +56.5% |
| All | +160.5% | -41.4% | +201.9% | +134.4% |
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