-39.1%
JOBY vs AVAV
+83.2%
-122.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -5.2% | +1.4% | -6.6% | -5.7% |
| 30D | -19.7% | -24.3% | +4.6% | -11.1% |
| 3M | -31.7% | -20.1% | -11.6% | -27.2% |
| 6M | -37.5% | -29.4% | -8.2% | -30.6% |
| YTD | -51.6% | -39.3% | -12.2% | -44.4% |
| 1Y | -53.3% | -39.3% | -14.0% | -46.3% |
| 3Y | -12.2% | +29.5% | -41.7% | -31.1% |
| 5Y | -31.3% | +56.3% | -87.6% | -54.5% |
| All | -39.1% | +83.2% | -122.4% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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