-28.0%
JOBY vs AFL
+133.8%
-161.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | -5.2% | -1.6% | -3.5% | -4.5% |
| 30D | -19.7% | -4.0% | -15.7% | -18.4% |
| 3M | -31.7% | -0.5% | -31.2% | -32.3% |
| 6M | -37.5% | +6.5% | -44.1% | -40.9% |
| YTD | -51.6% | +6.2% | -57.8% | -54.4% |
| 1Y | -53.3% | +8.3% | -61.6% | -56.6% |
| 3Y | -12.2% | +62.5% | -74.8% | -38.6% |
| All | -28.0% | +133.8% | -161.8% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 5y: compounded portfolio wealth divided by compounded AFL 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…
5y analysis · Full analysis span regression · 6 months rolling