-42.8%
JOBY vs ABCL
-81.9%
+39.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.4% | -2.7% | -5.0% |
| 7D | -5.9% | -2.7% | -3.1% | -4.9% |
| 30D | -27.1% | +18.3% | -45.4% | -32.0% |
| 3M | -30.7% | +108.5% | -139.2% | -49.3% |
| 6M | -36.1% | +213.9% | -250.0% | -60.0% |
| YTD | -51.4% | +223.1% | -274.5% | -70.3% |
| 1Y | -52.2% | +160.6% | -212.8% | -69.1% |
| 3Y | -12.1% | +104.3% | -116.3% | -44.0% |
| 5Y | -31.1% | -40.0% | +8.9% | -47.8% |
| All | -42.8% | -81.9% | +39.1% | -53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling