-12.2%
JOBY vs AMCR
+6.5%
-18.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +2.0% |
| 7D | -5.2% | -6.3% | +1.1% | -2.1% |
| 30D | -19.7% | -7.8% | -11.9% | -16.5% |
| 3M | -31.7% | +7.5% | -39.3% | -34.8% |
| 6M | -37.5% | +2.7% | -40.2% | -39.3% |
| YTD | -51.6% | +6.0% | -57.6% | -54.1% |
| 1Y | -53.3% | +7.8% | -61.1% | -56.4% |
| 3Y | -12.2% | +5.8% | -18.0% | -23.2% |
| All | -12.2% | +6.5% | -18.7% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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