-19.6%
JOBY vs ADVB
-95.9%
+76.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +42.7% | -51.9% | -8.5% |
| 7D | +0.8% | +74.2% | -73.5% | +1.6% |
| 30D | +7.9% | -35.9% | +43.7% | +7.9% |
| 3M | -32.9% | -56.4% | +23.5% | -33.2% |
| 6M | -49.1% | -36.7% | -12.4% | -49.3% |
| YTD | -59.5% | -43.3% | -16.2% | -59.7% |
| 1Y | -67.2% | -63.4% | -3.9% | -67.3% |
| All | -19.6% | -95.9% | +76.3% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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