-35.9%
JOBY vs ABCL
-8.0%
-28.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | +22.1% | +2.3% | +19.8% | +20.6% |
| 30D | +8.8% | -0.7% | +9.5% | +8.0% |
| 3M | -32.8% | +33.4% | -66.2% | -42.9% |
| 6M | -45.5% | +137.8% | -183.3% | -66.9% |
| YTD | -55.2% | +264.3% | -319.5% | -78.1% |
| 1Y | -62.5% | +209.2% | -271.6% | -80.2% |
| 3Y | +14.1% | +208.4% | -194.4% | -48.9% |
| 5Y | -35.9% | -11.9% | -24.0% | -52.7% |
| All | -35.9% | -8.0% | -28.0% | -52.7% |
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