-39.9%
JOBY vs ALC
+0.3%
-40.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -0.3% |
| 7D | -8.2% | -7.7% | -0.5% | -4.4% |
| 30D | -25.1% | -11.7% | -13.4% | -20.3% |
| 3M | -28.8% | +0.7% | -29.4% | -29.8% |
| 6M | -36.1% | -17.1% | -19.1% | -30.9% |
| YTD | -52.2% | -15.1% | -37.1% | -49.2% |
| 1Y | -52.4% | -14.1% | -38.3% | -50.2% |
| 3Y | -13.6% | -18.2% | +4.6% | -9.1% |
| 5Y | -32.2% | -19.2% | -13.0% | -32.1% |
| All | -39.9% | +0.3% | -40.2% | -42.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling