-7.0%
JOBY vs ARMK
+96.6%
-103.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.9% |
| 7D | -14.3% | +2.7% | -17.0% | -15.5% |
| 30D | +10.2% | -1.5% | +11.7% | +10.6% |
| 3M | -38.5% | -11.6% | -26.9% | -34.5% |
| 6M | -54.1% | +6.7% | -60.8% | -56.6% |
| YTD | -61.5% | +47.4% | -108.9% | -70.7% |
| 1Y | -65.7% | +41.5% | -107.1% | -73.2% |
| 3Y | -7.0% | +95.5% | -102.5% | -40.1% |
| All | -7.0% | +96.6% | -103.6% | -40.1% |
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 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