-35.8%
JOBY vs ALLY
+74.6%
-110.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.1% |
| 7D | -3.4% | +3.7% | -7.1% | -5.6% |
| 30D | -13.6% | -2.3% | -11.3% | -12.5% |
| 3M | -39.5% | +3.8% | -43.3% | -41.0% |
| 6M | -31.9% | +9.7% | -41.6% | -36.1% |
| YTD | -48.9% | -1.4% | -47.5% | -48.9% |
| 1Y | -48.5% | +8.2% | -56.8% | -51.4% |
| 3Y | -8.0% | +66.5% | -74.5% | -33.3% |
| 5Y | -33.7% | +1.2% | -34.9% | -39.8% |
| All | -35.8% | +74.6% | -110.4% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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