-11.8%
JOBY vs ACGL
+30.4%
-42.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.4% | -6.6% | -6.1% |
| 7D | -5.9% | -2.1% | -3.7% | -6.2% |
| 30D | -27.1% | -2.2% | -25.0% | -27.4% |
| 3M | -30.7% | +6.3% | -37.1% | -30.3% |
| 6M | -36.1% | +0.5% | -36.6% | -35.8% |
| YTD | -51.4% | +0.2% | -51.6% | -51.2% |
| 1Y | -52.2% | +7.3% | -59.4% | -52.1% |
| All | -11.8% | +30.4% | -42.2% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling