-28.0%
JOBY vs ALM
+839.2%
-867.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.8% | +2.4% |
| 7D | -5.2% | -11.8% | +6.6% | -3.3% |
| 30D | -19.7% | +7.8% | -27.5% | -21.1% |
| 3M | -31.7% | -9.3% | -22.5% | -31.4% |
| 6M | -37.5% | -30.5% | -7.1% | -35.3% |
| YTD | -51.6% | +75.8% | -127.4% | -55.8% |
| 1Y | -53.3% | +241.2% | -294.5% | -60.4% |
| 3Y | -12.2% | +1,872.6% | -1,884.8% | -41.4% |
| All | -28.0% | +839.2% | -867.3% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling