-11.4%
JOBY vs ADVB
-97.1%
+85.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.0% | -10.6% | -0.6% |
| 7D | +16.4% | +10.5% | +6.0% | +16.5% |
| 30D | +14.4% | -56.0% | +70.4% | +13.5% |
| 3M | -30.2% | -70.1% | +40.0% | -31.0% |
| 6M | -45.3% | -53.7% | +8.4% | -45.9% |
| YTD | -55.5% | -60.3% | +4.8% | -56.0% |
| 1Y | -64.0% | -73.1% | +9.1% | -64.4% |
| All | -11.4% | -97.1% | +85.7% | +10.5% |
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