-39.9%
JOBY vs AG
+82.2%
-122.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.1% | -0.6% |
| 7D | -8.2% | -5.8% | -2.4% | -6.9% |
| 30D | -25.1% | +6.4% | -31.4% | -26.4% |
| 3M | -28.8% | +28.4% | -57.1% | -33.4% |
| 6M | -36.1% | -24.5% | -11.7% | -33.0% |
| YTD | -52.2% | +21.2% | -73.4% | -55.0% |
| 1Y | -52.4% | +114.1% | -166.5% | -60.8% |
| 3Y | -13.6% | +268.0% | -281.6% | -40.9% |
| 5Y | -32.2% | +67.3% | -99.5% | -47.2% |
| All | -39.9% | +82.2% | -122.1% | -52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling