+160.5%
BAC vs JOBY
-38.2%
+198.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.1% |
| 7D | +1.1% | -3.4% | +4.5% | +1.4% |
| 30D | -0.4% | -13.6% | +13.2% | +0.8% |
| 3M | +16.9% | -39.5% | +56.4% | +21.7% |
| 6M | +26.6% | -31.9% | +58.5% | +29.6% |
| YTD | +15.8% | -48.9% | +64.7% | +21.3% |
| 1Y | +27.2% | -48.5% | +75.7% | +32.0% |
| 3Y | +132.4% | -8.0% | +140.5% | +115.8% |
| 5Y | +72.6% | -33.7% | +106.2% | +53.4% |
| All | +160.5% | -38.2% | +198.6% | +133.3% |
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