-51.6%
JOBY vs ALB
-12.7%
-38.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.2% |
| 7D | -14.3% | -5.8% | -8.6% | -11.8% |
| 30D | +10.2% | -4.5% | +14.7% | +12.9% |
| 3M | -38.5% | -28.1% | -10.4% | -28.5% |
| 6M | -54.1% | -53.2% | -0.9% | -34.5% |
| YTD | -61.5% | -33.3% | -28.2% | -55.5% |
| 1Y | -65.7% | -17.4% | -48.2% | -64.7% |
| 3Y | -7.0% | -14.1% | +7.2% | -16.5% |
| 5Y | -44.2% | -64.0% | +19.9% | -27.9% |
| All | -51.6% | -12.7% | -38.9% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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