-43.8%
JOBY vs ABCL
-82.9%
+39.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.6% | +0.1% |
| 7D | -8.2% | -9.6% | +1.4% | -4.9% |
| 30D | -25.1% | +7.2% | -32.2% | -27.7% |
| 3M | -28.8% | +105.5% | -134.3% | -47.7% |
| 6M | -36.1% | +193.0% | -229.1% | -59.1% |
| YTD | -52.2% | +205.8% | -258.0% | -70.3% |
| 1Y | -52.4% | +144.4% | -196.8% | -68.6% |
| 3Y | -13.6% | +93.3% | -106.9% | -44.0% |
| 5Y | -32.2% | -44.9% | +12.8% | -47.6% |
| All | -43.8% | -82.9% | +39.1% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ABCL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling