-38.9%
JOBY vs AME
+109.5%
-148.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -5.6% |
| 7D | -5.9% | +1.3% | -7.2% | -7.0% |
| 30D | -27.1% | -6.6% | -20.6% | -22.6% |
| 3M | -30.7% | +3.0% | -33.7% | -32.5% |
| 6M | -36.1% | +5.3% | -41.4% | -39.1% |
| YTD | -51.4% | +15.4% | -66.8% | -57.5% |
| 1Y | -52.2% | +26.8% | -79.0% | -61.8% |
| 3Y | -12.1% | +56.5% | -68.6% | -42.9% |
| 5Y | -31.1% | +85.2% | -116.4% | -61.8% |
| All | -38.9% | +109.5% | -148.3% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling