-39.1%
JOBY vs ALC
-0.5%
-38.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.7% |
| 7D | -5.2% | -6.3% | +1.1% | -2.0% |
| 30D | -19.7% | -10.3% | -9.5% | -15.3% |
| 3M | -31.7% | -0.7% | -31.0% | -32.2% |
| 6M | -37.5% | -17.8% | -19.7% | -32.1% |
| YTD | -51.6% | -15.8% | -35.8% | -48.3% |
| 1Y | -53.3% | -16.7% | -36.6% | -50.1% |
| 3Y | -12.2% | -19.7% | +7.5% | -6.6% |
| 5Y | -31.3% | -19.8% | -11.5% | -31.0% |
| All | -39.1% | -0.5% | -38.6% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded ALC 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling