-51.6%
JOBY vs ARMK
+132.1%
-183.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.9% |
| 7D | -14.3% | +2.7% | -17.0% | -15.8% |
| 30D | +10.2% | -1.5% | +11.7% | +10.8% |
| 3M | -38.5% | -11.6% | -26.9% | -33.5% |
| 6M | -54.1% | +6.7% | -60.8% | -57.0% |
| YTD | -61.5% | +47.4% | -108.9% | -71.9% |
| 1Y | -65.7% | +41.5% | -107.1% | -74.2% |
| 3Y | -7.0% | +95.5% | -102.5% | -46.5% |
| 5Y | -44.2% | +108.4% | -152.6% | -69.8% |
| All | -51.6% | +132.1% | -183.7% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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