-44.6%
JOBY vs AFRM
-20.4%
-24.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.0% |
| 7D | -3.4% | -7.0% | +3.5% | -1.1% |
| 30D | -13.6% | -7.8% | -5.8% | -11.4% |
| 3M | -39.5% | +5.3% | -44.8% | -40.6% |
| 6M | -31.9% | +42.6% | -74.5% | -40.2% |
| YTD | -48.9% | -2.8% | -46.1% | -49.3% |
| 1Y | -48.5% | -19.3% | -29.2% | -46.1% |
| 3Y | -8.0% | +231.0% | -239.0% | -43.6% |
| 5Y | -33.7% | -22.2% | -11.4% | -56.3% |
| All | -44.6% | -20.4% | -24.2% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling