-33.7%
CMCSA vs JOBY
-41.1%
+7.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.1% | -0.5% | -6.3% |
| 7D | -8.3% | -5.9% | -2.4% | -8.0% |
| 30D | -2.4% | -27.1% | +24.7% | -0.7% |
| 3M | +4.5% | -30.7% | +35.3% | +6.4% |
| 6M | -18.8% | -36.1% | +17.3% | -17.3% |
| YTD | -8.9% | -51.4% | +42.4% | -6.0% |
| 1Y | -18.3% | -52.2% | +33.9% | -16.2% |
| 3Y | -35.0% | -12.1% | -22.9% | -39.1% |
| 5Y | -48.2% | -31.1% | -17.0% | -53.8% |
| All | -33.7% | -41.1% | +7.4% | -41.5% |
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