-13.3%
JOBY vs APA
+11.9%
-25.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -8.2% | +0.8% | -8.9% | -8.3% |
| 30D | -25.1% | +9.6% | -34.7% | -26.1% |
| 3M | -28.8% | +18.0% | -46.8% | -30.8% |
| 6M | -36.1% | +41.9% | -78.0% | -42.1% |
| YTD | -52.2% | +86.3% | -138.5% | -60.1% |
| 1Y | -52.4% | +97.9% | -150.3% | -61.4% |
| All | -13.3% | +11.9% | -25.2% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling