-31.1%
JOBY vs ACM
+2.7%
-33.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.1% | -3.1% | -3.8% |
| 7D | -5.9% | -3.7% | -2.2% | -3.0% |
| 30D | -27.1% | -12.7% | -14.5% | -19.7% |
| 3M | -30.7% | -9.8% | -20.9% | -26.4% |
| 6M | -36.1% | -31.4% | -4.7% | -15.0% |
| YTD | -51.4% | -32.1% | -19.3% | -35.7% |
| 1Y | -52.2% | -47.8% | -4.4% | -20.6% |
| 3Y | -12.1% | -22.1% | +10.0% | +1.4% |
| 5Y | -31.1% | +1.8% | -32.9% | -39.1% |
| All | -31.1% | +2.7% | -33.9% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling