-44.0%
JOBY vs ACWI
+99.3%
-143.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -3.1% |
| 7D | +16.4% | -0.7% | +17.1% | +17.1% |
| 30D | +14.4% | -2.0% | +16.4% | +18.6% |
| 3M | -30.2% | -2.2% | -28.0% | -27.3% |
| 6M | -45.3% | +1.9% | -47.1% | -46.4% |
| YTD | -55.5% | +12.0% | -67.4% | -63.3% |
| 1Y | -64.0% | +12.5% | -76.6% | -70.5% |
| 3Y | +13.3% | +75.4% | -62.1% | -58.3% |
| 5Y | -36.7% | +61.5% | -98.2% | -70.6% |
| All | -44.0% | +99.3% | -143.3% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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