-28.0%
JOBY vs AVTR
-64.6%
+36.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.4% |
| 7D | -5.2% | -1.1% | -4.1% | -4.8% |
| 30D | -19.7% | +6.3% | -26.0% | -21.5% |
| 3M | -31.7% | +53.3% | -85.0% | -43.2% |
| 6M | -37.5% | +78.6% | -116.2% | -51.1% |
| YTD | -51.6% | +29.2% | -80.8% | -57.3% |
| 1Y | -53.3% | +13.8% | -67.1% | -58.8% |
| 3Y | -12.2% | -27.4% | +15.2% | -8.3% |
| All | -28.0% | -64.6% | +36.6% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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