-39.9%
JOBY vs AMCR
-5.5%
-34.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -8.2% | -5.0% | -3.2% | -5.7% |
| 30D | -25.1% | -8.0% | -17.1% | -21.8% |
| 3M | -28.8% | +14.3% | -43.1% | -34.2% |
| 6M | -36.1% | +5.3% | -41.5% | -38.5% |
| YTD | -52.2% | +7.7% | -59.9% | -55.0% |
| 1Y | -52.4% | +10.8% | -63.3% | -56.2% |
| 3Y | -13.6% | +9.6% | -23.1% | -21.6% |
| 5Y | -32.2% | -10.2% | -22.0% | -31.6% |
| All | -39.9% | -5.5% | -34.4% | -40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling