-39.1%
JOBY vs AJG
+120.7%
-159.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | -5.2% | -8.3% | +3.1% | -2.9% |
| 30D | -19.7% | -5.7% | -14.0% | -18.5% |
| 3M | -31.7% | +9.1% | -40.8% | -34.9% |
| 6M | -37.5% | +15.2% | -52.8% | -42.2% |
| YTD | -51.6% | -6.3% | -45.3% | -50.9% |
| 1Y | -53.3% | -19.1% | -34.2% | -48.9% |
| 3Y | -12.2% | +8.2% | -20.5% | -25.0% |
| 5Y | -31.3% | +75.6% | -106.9% | -61.3% |
| All | -39.1% | +120.7% | -159.9% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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