-6.0%
JOBY vs AS
+125.3%
-131.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.9% | -6.3% | -7.9% |
| 7D | +0.8% | -3.6% | +4.4% | +2.6% |
| 30D | +7.9% | +3.4% | +4.5% | +6.1% |
| 3M | -32.9% | -8.6% | -24.3% | -30.5% |
| 6M | -49.1% | -10.0% | -39.1% | -47.0% |
| YTD | -59.5% | -19.2% | -40.4% | -56.1% |
| 1Y | -67.2% | -3.8% | -63.4% | -67.2% |
| All | -6.0% | +125.3% | -131.3% | -29.9% |
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