-39.9%
JOBY vs ALK
-10.3%
-29.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -8.2% | -3.1% | -5.0% | -6.6% |
| 30D | -25.1% | -17.1% | -7.9% | -16.9% |
| 3M | -28.8% | -3.8% | -25.0% | -28.2% |
| 6M | -36.1% | -5.3% | -30.9% | -36.4% |
| YTD | -52.2% | -20.3% | -31.9% | -47.9% |
| 1Y | -52.4% | -36.0% | -16.4% | -41.4% |
| 3Y | -13.6% | +0.8% | -14.3% | -27.3% |
| 5Y | -32.2% | -28.5% | -3.7% | -28.4% |
| All | -39.9% | -10.3% | -29.6% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALK 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling