-51.6%
JOBY vs ACGL
+238.4%
-290.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -4.9% |
| 7D | -14.3% | +2.2% | -16.5% | -14.6% |
| 30D | +10.2% | +12.3% | -2.1% | +8.1% |
| 3M | -38.5% | +11.8% | -50.3% | -39.7% |
| 6M | -54.1% | +17.5% | -71.5% | -55.7% |
| YTD | -61.5% | +14.3% | -75.8% | -62.9% |
| 1Y | -65.7% | +18.2% | -83.8% | -67.2% |
| 3Y | -7.0% | +33.2% | -40.1% | -16.2% |
| 5Y | -44.2% | +174.3% | -218.5% | -64.7% |
| All | -51.6% | +238.4% | -290.1% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling