-39.1%
JOBY vs ACM
+34.9%
-74.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.5% |
| 7D | -5.2% | -4.6% | -0.6% | -1.8% |
| 30D | -19.7% | +4.1% | -23.8% | -22.4% |
| 3M | -31.7% | -8.3% | -23.4% | -28.7% |
| 6M | -37.5% | -30.1% | -7.5% | -19.9% |
| YTD | -51.6% | -32.6% | -19.0% | -36.9% |
| 1Y | -53.3% | -49.6% | -3.7% | -23.5% |
| 3Y | -12.2% | -23.0% | +10.8% | +3.0% |
| 5Y | -31.3% | +2.0% | -33.3% | -33.9% |
| All | -39.1% | +34.9% | -74.0% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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