-39.1%
JOBY vs APA
+437.2%
-476.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.2% |
| 7D | -5.2% | +4.6% | -9.8% | -6.1% |
| 30D | -19.7% | +11.9% | -31.6% | -21.7% |
| 3M | -31.7% | +22.5% | -54.2% | -35.1% |
| 6M | -37.5% | +37.5% | -75.1% | -43.5% |
| YTD | -51.6% | +87.2% | -138.7% | -59.7% |
| 1Y | -53.3% | +101.4% | -154.7% | -62.2% |
| 3Y | -12.2% | +16.9% | -29.1% | -21.7% |
| 5Y | -31.3% | +178.4% | -209.7% | -49.9% |
| All | -39.1% | +437.2% | -476.3% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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