-11.8%
JOBY vs ALM
+2,150.5%
-2,162.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.1% | -2.0% | -5.4% |
| 7D | -5.9% | +3.6% | -9.5% | -6.5% |
| 30D | -27.1% | +33.8% | -60.9% | -31.4% |
| 3M | -30.7% | +14.8% | -45.5% | -33.3% |
| 6M | -36.1% | -7.0% | -29.1% | -36.7% |
| YTD | -51.4% | +108.1% | -159.4% | -57.1% |
| 1Y | -52.2% | +313.8% | -365.9% | -60.8% |
| All | -11.8% | +2,150.5% | -2,162.3% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling