+3.5%
JOBY vs AS
+131.9%
-128.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | +0.4% |
| 7D | +16.4% | -3.0% | +19.5% | +18.1% |
| 30D | +14.4% | +9.6% | +4.8% | +9.4% |
| 3M | -30.2% | -8.2% | -22.0% | -27.8% |
| 6M | -45.3% | -9.9% | -35.3% | -43.1% |
| YTD | -55.5% | -16.8% | -38.7% | -52.3% |
| 1Y | -64.0% | +3.0% | -67.0% | -65.1% |
| All | +3.5% | +131.9% | -128.4% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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