-6.3%
JOBY vs AFRM
+221.8%
-228.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +2.2% | +3.1% | -0.8% | +0.9% |
| 30D | -20.8% | -4.2% | -16.6% | -19.6% |
| 3M | -29.5% | +10.1% | -39.6% | -32.7% |
| 6M | -28.4% | +39.4% | -67.8% | -38.9% |
| YTD | -48.2% | -3.2% | -45.0% | -48.7% |
| 1Y | -49.1% | -16.1% | -33.0% | -47.2% |
| 3Y | -6.3% | +220.8% | -227.1% | -49.3% |
| All | -6.3% | +221.8% | -228.1% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 3y: compounded portfolio wealth divided by compounded AFRM 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…
3y analysis · Full analysis span regression · 6 months rolling