-34.9%
JOBY vs AG
+87.7%
-122.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +2.2% | +4.5% | -2.2% | +1.1% |
| 30D | -20.8% | +12.9% | -33.7% | -23.3% |
| 3M | -29.5% | +20.9% | -50.4% | -33.1% |
| 6M | -28.4% | -19.5% | -8.8% | -25.8% |
| YTD | -48.2% | +24.8% | -73.0% | -51.5% |
| 1Y | -49.1% | +120.2% | -169.3% | -58.3% |
| 3Y | -6.3% | +279.0% | -285.3% | -36.3% |
| 5Y | -27.2% | +67.9% | -95.1% | -43.6% |
| All | -34.9% | +87.7% | -122.5% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling