-38.9%
JOBY vs AEM
+194.2%
-233.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.4% | -6.5% | -6.2% |
| 7D | -5.9% | +3.0% | -8.9% | -6.7% |
| 30D | -27.1% | +12.5% | -39.6% | -29.9% |
| 3M | -30.7% | +26.9% | -57.7% | -35.8% |
| 6M | -36.1% | -9.4% | -26.6% | -35.3% |
| YTD | -51.4% | +20.3% | -71.6% | -53.9% |
| 1Y | -52.2% | +33.8% | -85.9% | -55.5% |
| 3Y | -12.1% | +349.8% | -361.9% | -35.9% |
| 5Y | -31.1% | +301.0% | -332.1% | -49.9% |
| All | -38.9% | +194.2% | -233.0% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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