-38.0%
JOBY vs ALHC
-33.0%
-5.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.2% |
| 7D | -8.2% | -5.8% | -2.4% | -6.8% |
| 30D | -25.1% | -3.3% | -21.7% | -24.6% |
| 3M | -28.8% | -37.9% | +9.2% | -21.2% |
| 6M | -36.1% | -29.5% | -6.6% | -33.5% |
| YTD | -52.2% | -35.4% | -16.8% | -49.3% |
| 1Y | -52.4% | -22.4% | -30.0% | -52.3% |
| 3Y | -13.6% | +146.3% | -159.9% | -47.3% |
| 5Y | -32.2% | -32.0% | -0.2% | -49.6% |
| All | -38.0% | -33.0% | -5.0% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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