-50.1%
JOBY vs ALHC
-61.4%
+11.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -4.4% |
| 7D | -14.3% | +0.3% | -14.6% | -14.4% |
| 30D | +10.2% | -10.6% | +20.8% | +12.6% |
| 3M | -38.5% | -45.3% | +6.8% | -30.5% |
| 6M | -54.1% | -59.7% | +5.6% | -45.8% |
| YTD | -61.5% | -62.7% | +1.2% | -54.3% |
| 1Y | -65.7% | -56.1% | -9.5% | -61.1% |
| 3Y | -7.0% | +21.3% | -28.2% | -31.1% |
| 5Y | -44.2% | -66.0% | +21.8% | -53.8% |
| All | -50.1% | -61.4% | +11.3% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling