+23.2%
JOBY vs AMDL
+115.6%
-92.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.7% | +5.0% | -0.1% |
| 7D | -8.2% | +20.7% | -28.8% | -12.6% |
| 30D | -25.1% | +9.4% | -34.5% | -27.6% |
| 3M | -28.8% | +5.6% | -34.4% | -33.2% |
| 6M | -36.1% | +340.3% | -376.4% | -57.9% |
| YTD | -52.2% | +253.6% | -305.8% | -68.1% |
| 1Y | -52.4% | +443.4% | -495.8% | -72.7% |
| All | +23.2% | +115.6% | -92.3% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling