-11.8%
JOBY vs ARMK
+121.1%
-133.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -5.0% | -5.5% |
| 7D | -5.9% | +0.3% | -6.2% | -6.0% |
| 30D | -27.1% | +2.4% | -29.5% | -28.4% |
| 3M | -30.7% | +6.1% | -36.8% | -33.6% |
| 6M | -36.1% | +41.8% | -77.8% | -49.3% |
| YTD | -51.4% | +55.5% | -106.9% | -64.0% |
| 1Y | -52.2% | +49.6% | -101.7% | -63.7% |
| All | -11.8% | +121.1% | -133.0% | -48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling