+14.1%
JOBY vs ABCL
+206.1%
-192.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | +22.1% | +2.3% | +19.8% | +20.8% |
| 30D | +8.8% | -0.7% | +9.5% | +8.1% |
| 3M | -32.8% | +33.4% | -66.2% | -41.9% |
| 6M | -45.5% | +137.8% | -183.3% | -65.2% |
| YTD | -55.2% | +264.3% | -319.5% | -76.7% |
| 1Y | -62.5% | +209.2% | -271.6% | -79.0% |
| 3Y | +14.1% | +208.4% | -194.4% | -46.9% |
| All | +14.1% | +206.1% | -192.1% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling