-39.1%
JOBY vs ALM
+1,208.8%
-1,248.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.8% | +2.2% |
| 7D | -5.2% | -11.8% | +6.6% | -3.5% |
| 30D | -19.7% | +7.8% | -27.5% | -21.0% |
| 3M | -31.7% | -9.3% | -22.5% | -31.4% |
| 6M | -37.5% | -30.5% | -7.1% | -35.5% |
| YTD | -51.6% | +75.8% | -127.4% | -55.3% |
| 1Y | -53.3% | +241.2% | -294.5% | -59.6% |
| 3Y | -12.2% | +1,872.6% | -1,884.8% | -37.5% |
| 5Y | -31.3% | +849.6% | -880.9% | -50.0% |
| All | -39.1% | +1,208.8% | -1,248.0% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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