-65.8%
JOBY vs AWK
+20.7%
-86.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +5.7% |
| 7D | -0.6% | +7.0% | -7.6% | +4.5% |
| 30D | -12.6% | +17.0% | -29.7% | -1.3% |
| 3M | -36.6% | +12.4% | -49.0% | -30.6% |
| 6M | -43.0% | +19.6% | -62.6% | -32.7% |
| YTD | -61.7% | +17.0% | -78.8% | -54.0% |
| 1Y | -65.8% | +20.0% | -85.8% | -58.2% |
| All | -65.8% | +20.7% | -86.4% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling