-47.6%
JOBY vs ABCL
-80.4%
+32.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.7% |
| 7D | +16.4% | -2.7% | +19.1% | +17.2% |
| 30D | +14.4% | -5.4% | +19.8% | +15.6% |
| 3M | -30.2% | +22.4% | -52.6% | -36.7% |
| 6M | -45.3% | +127.6% | -172.9% | -62.3% |
| YTD | -55.5% | +249.4% | -304.9% | -74.0% |
| 1Y | -64.0% | +198.0% | -262.0% | -77.7% |
| 3Y | +13.3% | +195.8% | -182.5% | -36.6% |
| 5Y | -36.7% | -20.6% | -16.1% | -54.5% |
| All | -47.6% | -80.4% | +32.8% | -59.0% |
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