-45.9%
JOBY vs ACM
+1.1%
-47.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.4% | -5.3% |
| 7D | -14.3% | +5.6% | -20.0% | -17.9% |
| 30D | +10.2% | +20.8% | -10.6% | -4.9% |
| 3M | -38.5% | +11.4% | -49.9% | -44.0% |
| 6M | -54.1% | +0.9% | -55.0% | -55.5% |
| YTD | -61.5% | -24.8% | -36.7% | -53.1% |
| 1Y | -65.7% | -46.4% | -19.2% | -43.4% |
| 3Y | -7.0% | -9.2% | +2.3% | -5.6% |
| All | -45.9% | +1.1% | -47.0% | -53.7% |
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