-39.1%
JOBY vs ARES
+240.5%
-279.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.7% |
| 7D | -5.2% | -6.1% | +0.9% | -0.8% |
| 30D | -19.7% | -7.5% | -12.2% | -15.1% |
| 3M | -31.7% | +0.1% | -31.8% | -32.7% |
| 6M | -37.5% | +30.3% | -67.8% | -50.0% |
| YTD | -51.6% | -16.6% | -35.0% | -46.4% |
| 1Y | -53.3% | -26.1% | -27.2% | -43.6% |
| 3Y | -12.2% | +36.4% | -48.7% | -34.9% |
| 5Y | -31.3% | +95.0% | -126.3% | -61.3% |
| All | -39.1% | +240.5% | -279.6% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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