-51.6%
JOBY vs ALLY
+54.4%
-106.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -5.4% |
| 7D | -14.3% | +0.4% | -14.7% | -14.5% |
| 30D | +10.2% | +5.2% | +5.0% | +6.5% |
| 3M | -38.5% | -13.3% | -25.2% | -32.8% |
| 6M | -54.1% | -6.7% | -47.4% | -52.3% |
| YTD | -61.5% | -12.8% | -48.7% | -58.4% |
| 1Y | -65.7% | +0.7% | -66.3% | -66.1% |
| 3Y | -7.0% | +65.2% | -72.2% | -31.6% |
| 5Y | -44.2% | -10.1% | -34.0% | -45.2% |
| All | -51.6% | +54.4% | -106.0% | -55.0% |
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