-39.1%
JOBY vs ARMK
+152.0%
-191.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | -0.9% |
| 7D | -5.2% | +3.1% | -8.3% | -7.1% |
| 30D | -19.7% | -2.8% | -16.9% | -18.2% |
| 3M | -31.7% | +7.6% | -39.3% | -35.8% |
| 6M | -37.5% | +47.9% | -85.4% | -53.7% |
| YTD | -51.6% | +60.0% | -111.6% | -66.4% |
| 1Y | -53.3% | +52.2% | -105.5% | -66.4% |
| 3Y | -12.2% | +131.4% | -143.6% | -55.2% |
| 5Y | -31.3% | +163.2% | -194.5% | -67.0% |
| All | -39.1% | +152.0% | -191.1% | -70.2% |
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