-39.9%
JOBY vs ABCL
-81.3%
+41.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | -3.4% | +0.7% | -4.1% | -3.7% |
| 30D | -13.6% | +93.1% | -106.7% | -33.6% |
| 3M | -39.5% | +79.4% | -118.9% | -53.1% |
| 6M | -31.9% | +214.9% | -246.7% | -57.4% |
| YTD | -48.9% | +234.2% | -283.1% | -69.2% |
| 1Y | -48.5% | +174.8% | -223.3% | -67.4% |
| 3Y | -8.0% | +104.5% | -112.5% | -41.7% |
| 5Y | -33.7% | -39.0% | +5.3% | -50.3% |
| All | -39.9% | -81.3% | +41.3% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling