-31.0%
JOBY vs ARMK
+148.5%
-179.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -5.0% | -5.3% |
| 7D | -5.9% | +0.3% | -6.2% | -6.0% |
| 30D | -27.1% | +2.4% | -29.5% | -28.9% |
| 3M | -30.7% | +6.1% | -36.8% | -34.4% |
| 6M | -36.1% | +41.8% | -77.8% | -52.1% |
| YTD | -51.4% | +55.5% | -106.9% | -66.4% |
| 1Y | -52.2% | +49.6% | -101.7% | -66.0% |
| 3Y | -12.1% | +122.8% | -134.8% | -56.9% |
| All | -31.0% | +148.5% | -179.4% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling