-39.1%
JOBY vs AME
+114.4%
-153.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | -1.7% |
| 7D | -5.2% | +1.7% | -6.9% | -6.7% |
| 30D | -19.7% | -6.4% | -13.3% | -14.8% |
| 3M | -31.7% | +7.1% | -38.8% | -35.9% |
| 6M | -37.5% | +8.2% | -45.7% | -41.9% |
| YTD | -51.6% | +18.2% | -69.8% | -58.7% |
| 1Y | -53.3% | +26.7% | -80.0% | -62.7% |
| 3Y | -12.2% | +60.7% | -72.9% | -44.4% |
| 5Y | -31.3% | +91.6% | -122.9% | -63.0% |
| All | -39.1% | +114.4% | -153.6% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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