-45.9%
JOBY vs ALM
+410.2%
-456.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.7% | -12.6% | -6.2% |
| 7D | -14.3% | +1.2% | -15.6% | -14.6% |
| 30D | +10.2% | -19.3% | +29.5% | +13.9% |
| 3M | -38.5% | -40.6% | +2.2% | -33.5% |
| 6M | -54.1% | -57.9% | +3.8% | -47.8% |
| YTD | -61.5% | -6.7% | -54.8% | -61.2% |
| 1Y | -65.7% | +20.2% | -85.8% | -66.6% |
| 3Y | -7.0% | +879.4% | -886.4% | -31.0% |
| All | -45.9% | +410.2% | -456.1% | -60.0% |
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 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