-38.9%
JOBY vs AIG
+132.3%
-171.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.5% | -6.6% | -6.3% |
| 7D | -5.9% | -1.4% | -4.4% | -5.3% |
| 30D | -27.1% | -3.3% | -23.8% | -26.2% |
| 3M | -30.7% | +2.2% | -32.9% | -31.9% |
| 6M | -36.1% | -2.1% | -33.9% | -36.2% |
| YTD | -51.4% | -11.2% | -40.2% | -49.5% |
| 1Y | -52.2% | -2.1% | -50.0% | -52.9% |
| 3Y | -12.1% | +34.4% | -46.4% | -27.3% |
| 5Y | -31.1% | +53.7% | -84.8% | -45.9% |
| All | -38.9% | +132.3% | -171.1% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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