-38.9%
JOBY vs ALK
-9.8%
-29.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.9% | -5.2% | -5.6% |
| 7D | -5.9% | -3.0% | -2.9% | -4.3% |
| 30D | -27.1% | -14.6% | -12.5% | -20.6% |
| 3M | -30.7% | -10.6% | -20.2% | -27.2% |
| 6M | -36.1% | -6.7% | -29.4% | -35.7% |
| YTD | -51.4% | -19.8% | -31.6% | -47.2% |
| 1Y | -52.2% | -35.2% | -17.0% | -41.5% |
| 3Y | -12.1% | +1.4% | -13.4% | -26.3% |
| 5Y | -31.1% | -30.7% | -0.5% | -26.6% |
| All | -38.9% | -9.8% | -29.1% | -37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling