-51.6%
JOBY vs ACM
+50.5%
-102.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.4% | -5.3% |
| 7D | -14.3% | +5.6% | -20.0% | -17.7% |
| 30D | +10.2% | +20.8% | -10.6% | -4.0% |
| 3M | -38.5% | +11.4% | -49.9% | -43.6% |
| 6M | -54.1% | +0.9% | -55.0% | -55.4% |
| YTD | -61.5% | -24.8% | -36.7% | -53.8% |
| 1Y | -65.7% | -46.4% | -19.2% | -46.1% |
| 3Y | -7.0% | -9.2% | +2.3% | -3.2% |
| 5Y | -44.2% | +5.0% | -49.2% | -48.5% |
| All | -51.6% | +50.5% | -102.1% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling