-27.2%
JOBY vs ABCL
-39.9%
+12.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +2.2% | +1.4% | +0.8% | +1.7% |
| 30D | -20.8% | +65.1% | -85.9% | -38.9% |
| 3M | -29.5% | +111.1% | -140.6% | -52.7% |
| 6M | -28.4% | +231.6% | -260.0% | -61.6% |
| YTD | -48.2% | +234.5% | -282.7% | -72.9% |
| 1Y | -49.1% | +174.3% | -223.4% | -71.7% |
| 3Y | -6.3% | +111.5% | -117.8% | -48.2% |
| 5Y | -27.2% | -37.3% | +10.0% | -40.6% |
| All | -27.2% | -39.9% | +12.7% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling