-39.1%
JOBY vs ACGL
+196.7%
-235.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -5.2% | -2.0% | -3.1% | -4.9% |
| 30D | -19.7% | -1.2% | -18.5% | -19.6% |
| 3M | -31.7% | +5.4% | -37.2% | -32.9% |
| 6M | -37.5% | +1.4% | -38.9% | -38.2% |
| YTD | -51.6% | +0.2% | -51.8% | -52.2% |
| 1Y | -53.3% | +4.1% | -57.4% | -54.4% |
| 3Y | -12.2% | +28.2% | -40.5% | -22.9% |
| 5Y | -31.3% | +159.5% | -190.8% | -56.2% |
| All | -39.1% | +196.7% | -235.8% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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